forumfann Messages 24 Reaction score 0 Thread starter 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?
In many statements in probability, there is an assumption like bounded fourth moment, so is there any random variable which has unbounded fourth moment?
bpet Messages 531 Reaction score 7 Jan 7, 2010 #2 Some heavy-tailed distributions such as Cauchy & Pareto distributions have infinite moments.