Clik here to view.
Answer by Sextus Empiricus for What is the difference between finite and...
An alternative way to look at is by the quantile function. $$Q(F(x)) = x$$Then we can compute a moment or expectation $$E(T(x)) = \int_{-\infty}^\infty T(x) f(x) dx\\$$alternatively as (replacing...
View ArticleAnswer by Aksakal for What is the difference between finite and infinite...
Variance is the measure of dispersion of the distribution of values of a random variable. It's not the only such measure, e.g. mean absolute deviation is one of alternatives.The infinite variance means...
View ArticleClik here to view.
Answer by kjetil b halvorsen for What is the difference between finite and...
$\DeclareMathOperator{\E}{E} \DeclareMathOperator{\var}{var}$What does it mean for a random variable to have "infinite variance"? What does it mean for a random variable to have infinite expectation?...
View ArticleAnswer by John Jiang for What is the difference between finite and infinite...
Most distributions you encounter probably have finite variance. Here is a discrete example $X$ that has infinite variance but finite mean: Let its probability mass function be $ p(k) = c/|k|^3$, for $k...
View ArticleWhat is the difference between finite and infinite variance
What is the difference between finite and infinite variance ? My stats knowledge is rather basic; Wikipedia / Google wasn't much help here.
View Article
