Time left 0:04:10 Figure 1: Solld red curve is a Cauchy density function with z10 andT The dashed curve is a Gaussan with the same peak as the Gaussian (1/m) with mean-10 and variance -/2. The Cauchy...

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Extracted text: Time left 0:04:10 Figure 1: Solld red curve is a Cauchy density function with z10 andT The dashed curve is a Gaussan with the same peak as the Gaussian (1/m) with mean-10 and variance -/2. The Cauchy has heavier tails. The Cauchy distribution is an interesting example of a distribution for which both the mean and the variance are undefined. Which statement best describes what it means for the mean of a probability density function to be undefined? Select one: O A. The gradient of the pdf at the location parameter x0 is undefined O B. The mean of the distribution is infinite O C. The integral f x* f(x) dx from - infinity to infinity where f(x) is a Cauchy distribution diverges O D. The area under the probability density function is undefined O E. The integral f f(x) dx - infinity to infinity where f(x) is a Cauchy distribution diverges