Can there be a continuous probability distribution with a finite support that has an infinite second moment? Why?Proof that distribution has power law tails from having infinite momentsSpecial distribution with high probability of being zero and fixed second and fourth momentStochastic process reference: limit of compound Poisson with infinite second momentPacking of discrete random variables with finite second momentNon-integral-over-a-point proof that the probability of any point in a continuous distribution is zeroVariance largest sample from finite-support vs infinite-support distributionFinite second moment but infinite third moment of differenceHow can you find the likelihood that one event with a continuous probability will happen N times first?What does it mean that a probability distribution has full support?Every finite state Markov chain has a stationary probability distribution
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Can there be a continuous probability distribution with a finite support that has an infinite second moment? Why?
Proof that distribution has power law tails from having infinite momentsSpecial distribution with high probability of being zero and fixed second and fourth momentStochastic process reference: limit of compound Poisson with infinite second momentPacking of discrete random variables with finite second momentNon-integral-over-a-point proof that the probability of any point in a continuous distribution is zeroVariance largest sample from finite-support vs infinite-support distributionFinite second moment but infinite third moment of differenceHow can you find the likelihood that one event with a continuous probability will happen N times first?What does it mean that a probability distribution has full support?Every finite state Markov chain has a stationary probability distribution
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Could we define a continuous probability distribution with a finite support and infinite second momentum? Is there a mathematical language proof to that?
probability
asked yesterday
lkky7lkky7
244
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$begingroup$
Could we define a continuous probability distribution with a finite support and infinite second momentum? Is there a mathematical language proof to that?
probability
asked yesterday
lkky7lkky7
244
$endgroup$
add a comment |
$begingroup$
Could we define a continuous probability distribution with a finite support and infinite second momentum? Is there a mathematical language proof to that?
probability
asked yesterday
lkky7lkky7
244
$endgroup$
Could we define a continuous probability distribution with a finite support and infinite second momentum? Is there a mathematical language proof to that?
probability
probability
asked yesterday
lkky7lkky7
244
asked yesterday
lkky7lkky7
244
asked yesterday
lkky7lkky7
244
asked yesterday
lkky7lkky7
244
asked yesterday
lkky7lkky7
244
244
add a comment |
add a comment |
1 Answer
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If $X$ has distribution with finite (or compact) support then all moments are finite because $X$ is a bounded random variable.
answered yesterday
Kavi Rama MurthyKavi Rama Murthy
66k42867
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1 Answer
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1 Answer
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$begingroup$
If $X$ has distribution with finite (or compact) support then all moments are finite because $X$ is a bounded random variable.
answered yesterday
Kavi Rama MurthyKavi Rama Murthy
66k42867
$endgroup$
add a comment |
$begingroup$
If $X$ has distribution with finite (or compact) support then all moments are finite because $X$ is a bounded random variable.
answered yesterday
Kavi Rama MurthyKavi Rama Murthy
66k42867
$endgroup$
add a comment |
$begingroup$
If $X$ has distribution with finite (or compact) support then all moments are finite because $X$ is a bounded random variable.
answered yesterday
Kavi Rama MurthyKavi Rama Murthy
66k42867
$endgroup$
If $X$ has distribution with finite (or compact) support then all moments are finite because $X$ is a bounded random variable.
answered yesterday
Kavi Rama MurthyKavi Rama Murthy
66k42867
answered yesterday
Kavi Rama MurthyKavi Rama Murthy
66k42867
answered yesterday
Kavi Rama MurthyKavi Rama Murthy
66k42867
answered yesterday
Kavi Rama MurthyKavi Rama Murthy
66k42867
66k42867
add a comment |
add a comment |
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