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## Main Question or Discussion Point

Is it possible to have a distribution of a rv with infinite mean?

Techinically, mean is the expected value so.... if the integral/summation does not converge?

Does anyone have a specific example of such a distribution?

Thanks!

Techinically, mean is the expected value so.... if the integral/summation does not converge?

Does anyone have a specific example of such a distribution?

Thanks!