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In many statements in probability, there is an assumption like bounded

  1. Jan 7, 2010 #1
    In many statements in probability, there is an assumption like bounded fourth moment, so is there any random variable which has unbounded fourth moment?
     
  2. jcsd
  3. Jan 7, 2010 #2
    Re: moment

    Some heavy-tailed distributions such as Cauchy & Pareto distributions have infinite moments.
     
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