I need a counterexample for the problem: if $r>s\geq1$, convergence in $s^{\text{th}}$ mean does not imply convergence in $r^{\text{th}}$ mean.
The definition for convergence in mean is as follows: Let $r\geq1$ be a fixed number. A sequence of random variables $X_1, X_2, X_3,...$ converges in the $r^{\text{th}}$ mean to a random variable $X$, if
$$\lim_{n\to\infty}E(|X_n−X|^r)=0.$$