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![[parent]](http://images.planetmath.org:8080/images/uparrow.png) Viewing Message
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| ``Re: Why is the expected value not zero if theta = 0?''
by moslem on 2005-10-07 16:48:26 |
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| >it is required that the integral defining E(R) be *absolutely* >convergent
Could you let me know if there is any proof for that somewhere. I have seen this statement in several probability books that: "the expectation exist iff the integral of xE[x] be absolutely convergent". However, could not find a proof on that so far. For the existence of expected value of a Cauchy random variable many refer to this statement and conclude that its expected value does not exist. Do you know any ref. for its proof?
Thanks,
--Moslem. |
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