1. Limited time only! Sign up for a free 30min personal tutor trial with Chegg Tutors
    Dismiss Notice
Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Probability distribution without a mean?

  1. Feb 13, 2007 #1
    I don't see how this is possible? how can you have a distrubution with no mean?
    My professor says there is, but i don't get it...
     
  2. jcsd
  3. Feb 13, 2007 #2

    matt grime

    User Avatar
    Science Advisor
    Homework Helper

    Exercise: find a series

    a_1+a_2+....

    that has a finite sum (and hence is can be made to have sum 1, and be a prob distribution on N) but where a_1+2a_2+3a_3+... is not finite (so there isn't a mean).

    And there are less contrived examples too.
     
  4. Feb 13, 2007 #3

    mathman

    User Avatar
    Science Advisor
    Gold Member

    Simple example a_k=1/k^2
     
Know someone interested in this topic? Share this thread via Reddit, Google+, Twitter, or Facebook