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Jan 31, 2014 at 7:20 comment added mpiktas Well it is infinite, if we look at the area beneath the curve for intepretation of the integral.
Jan 31, 2014 at 7:16 comment added Alecos Papadopoulos Is the variance infinite when, say, $\alpha = 1.5$? Or is it undefined in such a case?
Jan 31, 2014 at 5:27 history answered mpiktas CC BY-SA 3.0