Date: Dec 11, 2012 7:46 PM
Author: divergent.tseries@gmail.com
Subject: Analytic distribution with a mean but no defined variance

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?