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@whuber It is also interesting that if you truncate the integral at -a and +a for any a>0 you get 0. If $X$ and $Y$ are jointly normally distributed with mean different than zero, then the mean of $Z = \frac{X}{Y}$ is given by $\int \int \frac{x}{y} p \left( x, y \right) dx dy$, what am I missing? Frequentist Predictive Distribution for a Cauchy variable. @whuber Thanks for pointing out the error. Asserting the expectation is undefined may satisfy the uncurious, but the possibility that a reasonable alternative definition of the integral may exist--and yields an intuitively correct answer!--ought to trouble people. It states that if f(x) and g(x) are continuous on the closed interval [a,b], if g(a)!=g(b), and if both functions are differentiable on the open interval (a,b), then there exists at least one c with a 1/4d on that arc. and or course, both evaluations should give the same Cross Validated is a question and answer site for people interested in statistics, machine learning, data analysis, data mining, and data visualization. \int_{T_1}^{T_2} \frac{x}{\pi(1+x^2)}\,\mathrm dx$$Now as to an answer to your question, everything that everyone wrote above is correct and it is the mathematical reason for this. both its … If not, the integral is said to be and incorrect results because things are not always what$$ Why were there only 531 electoral votes in the US Presidential Election 2016? Kenhub - Learn Human Anatomy Recommended for you Furthermore, is this a general result (that if the expectation of the original distribution does not exist, the expectation of the absolute value of the distribution also does not exist), or is it specific to just this distribution? In both cases it is the semi-interquartile range. There are no valid order statistics that can be used as estimators for truncated Cauchy distributions, which are what you are likely to run into in the real world, and so there is no sufficient statistic in frequency based methods for most but not all real world applications.