Suppose you know [itex]E[X] = 0[/itex] for a given (continuous) random variable. Does that mean [itex]E[|X|] < \infty[/itex]? This is what my professor told me today, though it doesn't really make much sense...(adsbygoogle = window.adsbygoogle || []).push({});

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# A strange thing my professor told me about expectation

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