More generally, given , take any bounded function on which behaves like as , for example . After renormalizing, this is will be the density of a random variable which has finite absolute th moments for , and infinite th moments for .
More generally, given p>1, take any bounded function on mathbbR which behaves like 1/|x|p as xtoinfty, for example 1/(1+|x|p). After renormalizing, this is will be the density of a random variable which has finite absolute qth moments for 0leq<p−1, and infinite qth moments for qgep−1.
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