0
$\begingroup$

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?

  • 3
    Hint: $1 + X^2 > |X|$ for all $X$.2012-11-29

1 Answers 1