If I know that $E[X^2]$ exist, how can I show that $E[X]$ exist? For me it's obvious, but I don't have idea how to show it, because I don't have any information about distribution. Maybe someone can give a hint?
Show that expected value exist
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$\begingroup$
probability
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3Hint: $1 + X^2 > |X|$ for all $X$. – 2012-11-29