Sample Question #97 (probability theory)
Does every distribution have a second moment? Does every distribution have a first moment?
First of all, you should state to the interviewer that when people talk about a distribution’s "moments," they are referring to the distribution’s moments about zero. There are other types of moments but they’ll have modifiers such as "central moments."
Then, the answers to both questions are no. There are distributions with first moment (i.e., expectation) undefined and distributions with second moment (i.e., variance) undefined.
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