On Tuesday, December 11, 2012 7:46:49 PM UTC-5, Dave wrote: > I am looking for a known distribution with a defined mean, but no defined variance. In particular, I am interested in one whose pdf is analytically defined. I know distributions with a first central moment, but no second moment exist, but I am looking for an example. > > > > Any ideas?
Look up the Pareto distribution. It's analytic, and the shape parameter can be chosen to yield a finite mean and infinite variance.