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Are there any random variables so that $\mathrm{E}[XY]$ exists, but $\mathrm{E}[X]$ or $\mathrm{E}[Y]$ doesn't?

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    What about a trivial case where $X=0$ and $Y$ has no expected value?2011-04-09
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    Do you know someone called Tzwick who just asked "Are there any random variables so that E[X] and E[Y] exist but E[XY] doesn't?"2011-04-09
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    @Henry: the provided e-mails are the same and both are unregistered. I've merged the accounts. @Tzwick: to stop from making more duplicate accounts, please register your account.2011-04-09

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