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Are there any random variables so that E[X] and E[Y] exist but E[XY] doesn't?

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    You can probably look at some variant of the Cauchy Distribution.2011-04-09
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    what do you mean by $E(XY)$ does not exist?2011-04-09
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    would you be satisfied with probability space $[0,1]$, $X=Y=x^{-1/2}$?2011-04-09
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    @Rasmus That's a different question.2011-04-09
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    @Douglas: Oh, right, thanks you.2011-04-10

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