Assume x is a random variable with probability density function p(x)=(2/) (1/1+x 2 ) on the interval [1,1]. Find the mean, variance and standard...

Assume x is a random variable with probability density function p(x)=(2/π) (1/1+x2) on the interval [−1,1]. Find the mean, variance and standard deviation of x. (You should check that p is in fact a probability density function but need not show this.)

I need help with this question. Not just the answer but also the full calculation please.

Thank you