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Part CCSIR NET December 2023cauchy-no-moments

Cauchy no moments

Suppose U ~ Uniform(0,1) and X=tan⁡(π(U−X = \tan(\pi(U - ½)). Then which of the following statements are true?

  1. A.E(X4)=3E(X^{4}) = 3
  2. B.P(X ∈ {1, 2, 5}) = 1/2
  3. C.E(eˣ) does not exist✓ Correct
  4. D.P(X ≤ 0) = 1/2✓ Correct

The idea, in plain words

This transformation stretches a uniform pick into the heavy-tailed distribution whose tails are so thick it has no average at all. It is still perfectly symmetric about zero, so options about symmetry hold while options about means and moments fail.

Solution

X is standard Cauchy: symmetric about 0, continuous (so any finite set has probability 0), and with no finite moments — E(eˣ) diverges too.

Why each option is right or wrong

Checked against 4 symbolic computations
  • False.

    X is standard Cauchy, and the Cauchy distribution has no finite moments of any positive order.

    SymPy samples the fourth-moment integrand x4/(π(1+x2))x^{4}/(\pi(1 + x^{2})) and finds it growing without bound — it behaves like x2/πx^{2}/\pi for large x

    so the integral diverges.

    Not even E(X) exists, let alone E(X4)E(X^{4}).

  • B.Wrong

    False.

    X has a continuous distribution — SymPy confirms the density integrates to 1 over R\mathbb{R} — so every finite set has probability exactly 0.

    A probability of 1/2 on three isolated points would require atoms

    which a density rules out.

  • C.Correct

    True.

    E(eˣ)=∫e) = \int eˣ/(π(1+x2))/(\pi(1 + x^{2})) dx over R\mathbb{R}, and SymPy samples that integrand from x = 1 to 25, where it explodes: the exponential in the numerator overwhelms the quadratic denominator.

    The integral diverges at +∞+\infty

    so the expectation does not exist.

    The trigger: Cauchy tails decay like 1/x21/x^{2}

    which is too slow to tame any growing function.

  • D.Correct

    True.

    U − ½ is symmetric about 0 on (−½, ½), and tan is an odd function

    so X is symmetric about 0.

    Hence P(X ≤ 0) = 1/2 — SymPy confirms ∫−∞0\int_{-\infty}^{0} of the standard Cauchy density is exactly 1/2.

    Symmetry survives even though no moments do; the median exists where the mean does not.

1 of these 2 wrong options correspond to a named reasoning error — the same errors recur across subjects.

The trap it tests

Moments and tails

A moment assumed to exist, or tail behaviour assumed to be tame.

Drill statements like this

Related counterexample: Uncorrelated ⇒ independent

More on this topic

The chapter behind this: Random variables, moments and generating functions — free to read

From Probability › Random variables, distributions, moments, MGF

Last revised . Found a mistake? Tell us — corrections are the fastest thing we act on.

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