Suppose $Y\sim N(\mu,\sigma)$
I would like to investigate the distribution of:
$$\frac{1}{1+Y}$$
Does the distribution exist and is it well defined? Does it have analytically computable moments?
Googling hasn't lead to any concrete results, so I have attempted to derive its PDF using the method of derived distributions (I believe I have succeeded), and I have tried to compute it's mean (I haven't succeeded).
My work is as follows: let $X:=\frac{1}{1+Y}$, then:
$$F_X(x)=\mathbb{P}\left(X\leq x\right)=\mathbb{P}\left(\frac{1}{1+Y}\leq x\right)=\mathbb{P}\left(\frac{1}{x}-1\leq Y\right)=1-\mathbb{P}\left(Y\leq \frac{1}{x}-1\right)=1-F_Y\left(\frac{1-x}{x}\right)$$
Now (setting $d:=\frac{1-x}{x}$)
$$f_X(x):=\frac{\partial}{\partial x}\left(F_X\left(x\right)\right)=\frac{\partial}{\partial x}\left(1-F_Y\left(d\right)\right)=-\frac{\partial}{\partial d}F_Y(d)\frac{\partial d}{\partial x}=-f_Y(d)\left(\frac{-1}{x^2}\right)$$
So we finally have the PDF of $X$ as:
$$\frac{1}{x^2}\frac{1}{\sigma \sqrt{t2 \pi}}\exp\left\{-\frac{(d-\mu)^2}{2t\sigma^2}\right\}=\frac{1}{x^2}\frac{1}{\sigma \sqrt{t2 \pi}}\exp\left\{-\frac{(\frac{1-x}{x}-\mu)^2}{2t\sigma^2}\right\}$$
To simplify the above, I will do the following:
$$\left(\frac{1-x}{x}-\mu\right)^2=\left(\frac{1}{x}-1-\mu\right)^2=\frac{1}{x^2}-2(1-\mu)\frac{1}{x}+(1-\mu)^2+4\mu=\left(\frac{1}{x}-(1-\mu)\right)^2+4\mu$$
So that:
$$f_X(x)=\frac{1}{x^2}\frac{1}{\sigma \sqrt{t2 \pi}}\exp\left\{-\frac{\left(\frac{1}{x}-(1-\mu)\right)^2}{2t\sigma^2}\right\}e^{-\left(\frac{4\mu}{2t\sigma^2}\right)}$$
Now attempting to compute the expectation:
$$\mathbb{E}\left[X\right]=\int_{h=-\infty}^{h=\infty}hf_X(h)dh=e^{-\left(\frac{4\mu}{2t\sigma^2}\right)}\int_{h=-\infty}^{h=\infty}\frac{1}{h}\frac{1}{\sigma \sqrt{t2 \pi}}\exp\left\{-\frac{\left(\frac{1}{h}-(1-\mu)\right)^2}{2t\sigma^2}\right\}dh$$
I will use the substitution $v=\frac{1}{h}$, with $dh=\frac{-1}{v^2}dv$:
$$\mathbb{E}\left[X\right]=e^{-\left(\frac{4\mu}{2t\sigma^2}\right)}\int_{v=0}^{v=0}\frac{-1}{v}\frac{1}{\sigma \sqrt{t2 \pi}}\exp\left\{-\frac{\left(v-(1-\mu)\right)^2}{2t\sigma^2}\right\}dv$$
The above is where I get stuck, and the fact that the integral limit is from zero to zero makes me think the expectation might no be well defined, in the sense that it is not analytically computable?
Any further tips and hints would be greatly appreciated.