Mathematics 1550H - Introduction to probability Trent University, Winter 2016 Assignment #4 (Un)expected Value Due on Friday, 1 Monday, 4 April, 2016. 1 is a probability density function, but that a random (1 + t2 ) variable X that has f (t) as its probability density does not have a nite expected value. [7] 1. Verify that f (t) = Hint: Try computing E(X) and see what you get . . . 2. Find a function g(t) such that a random variable X which has g(t) as its probability density function has a nite expected value, but does not have a nite variance. [3]