More generally, given $p > 1$, take any bounded function on $mathbb{R}$ which behaves like $1/|x|^p$ as $xto infty$, for example $1/(1+|x|^p)$. After renormalizing, this is will be the density of a random variable which has finite absolute $q$th moments for $0 le q < p-1$, and infinite $q$th moments for $q ge p-1$.
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment