What is the mean and variance for Cauchy Distribution?
I have checked many references, regarding different issues:
1)
Can
the variance in general be infinity ?: the answer seems to be yes.
2)
Is
there a difference between “does not exist” and “undefined” the answer is yes.
3)
Does Cauchy distribution have a mean or variance? I found all answers in the
net!. But why the differences. The difference comes from the definition of the
mean and variance. If you define it to be the mathematical integral then you may
say no mean no variance. If you define it using what it means!
Here is the best explanation I found: “variance is
infinite and its mean necessitates a more general definition of integration.”
http://www.phy.ornl.gov/csep/mc/node20.html
Thanks
to Mr. Mohammad Dahiro for pointing that Leon Garcia state that mean and
variance does not exist which is in disagreement with the reference given
up
