Tagged Questions
5
votes
1answer
255 views
Proof that if higher moment exists then lower moment also exists
The $r$-th moment of a random variable $X$ is finite if
$$
\mathbb E(|X^r|)< \infty
$$
I am trying to show that for any positive integer $s<r$, then the
$s$-th moment $\mathbb E[|X^s|]$ is ...
