most recent 30 from http://mathoverflow.net 2013-05-24T01:38:49Z http://mathoverflow.net/feeds/question/75798 http://www.creativecommons.org/licenses/by-nc/2.5/rdf http://mathoverflow.net/questions/75798/probability-distribution-with-infinite-variance-but-finite-mean gustavolacerda 2011-09-18T23:59:13Z 2011-09-19T01:37:29Z

<p>Does such a distribution exist? The Cauchy distribution has infinite variance but its mean is also undefined.</p>

http://mathoverflow.net/questions/75798/probability-distribution-with-infinite-variance-but-finite-mean/75802#75802 Steven Landsburg 2011-09-19T00:29:36Z 2011-09-19T00:29:36Z

<p>Consider the density function $f(x)= (3/2) x^{-5/2}$ on the interval from $1$ to infinity.</p> <p>More generally, Google for the term "Pareto distribution".</p>

http://mathoverflow.net/questions/75798/probability-distribution-with-infinite-variance-but-finite-mean/75808#75808 Michael Hardy 2011-09-19T01:37:29Z 2011-09-19T01:37:29Z

<p>In addition to the Pareto distribution for suitable parameter values, the t-distribution has a mean of 0 if the number of degrees of freedom is more than 1, but has infinite variance if it is not more than 2.</p>