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``Re: Why is the expected value not zero if theta = 0?'' by stevecheng on 2005-08-16 08:20:05
> The denominator is never zero for nonzero beta, and a plot of f(r) shows it to have even symmetry about theta, which in my case is zero.

So that is consistent with

``E(R)'' = \lim_{T \to \infty} \int_{-T}^{T} r f(r) dr = 0

correct? What is wrong?

I put ``E(R)'' in quotes, because according to the definitions
in probability theory, E(R) does not exist for the Cauchy distribution;
it is required that the integral defining E(R) be *absolutely* convergent, which the integral is not, as you found out:
 E(R^{2k}) = \infty. Indeed no moments (other than the zeroth)
exist for the Cauchy.


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