Take the 2-minute tour ×
Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. It's 100% free, no registration required.

I'm in over my head here, but I am wondering about the probability that a distribution has finite variance? (or a finite mean?)

By this, I don't mean that there is some set of data, just over the set of all possible continuous distributions, is the subset of distributions with finite variance of measure 1, or 0? (And the same regarding finite mean.)

share|improve this question
    
You need to define a probability distribution over probability distributions for this question to make sense. –  Qiaochu Yuan May 7 '13 at 3:21
    
OK, what measures can be applied to the set of distributions? Aren't they functions in R^2 with a restriction of summing to 1? –  David Manheim May 21 '13 at 15:39

Your Answer

 
discard

By posting your answer, you agree to the privacy policy and terms of service.

Browse other questions tagged or ask your own question.