Does expected value of square of a random variable always exist?

Question

Can we verify if $E(X^2)$ also exist, provided that E(X) exists?

Thanks.

https://stats.stackexchange.com/search?q=infinite+variance+finite+mean — whuber, Apr 14 '20 at 12:37

score 0 · Answer 1 · answered Apr 14 '20 at 10:04

0

No, only the other direction is valid due to Jensen's inequality.

answered Apr 14 '20 at 10:04

Sebastian

1 Answers1