Hello,

If I have $Z=o_p(1)$ where $o_p$ is the little-o in probability, can I say something about $E(Z)$?

My first idea was

$E(Z)=E(Z (1_{Z>\varepsilon} + 1_{Z\leq\varepsilon}) ) \leq E(Z^2)P(Z>\varepsilon) +\varepsilon P(Z\leq\varepsilon)$

For some $\varepsilon > 0$, but it's required that $E(Z^2)<\infty$ and I don't know how to show that. Does anyone have another idea?

Regards.