Search Results
| Search type | Search syntax |
|---|---|
| Tags | [tag] |
| Exact | "words here" |
| Author |
user:1234 user:me (yours) |
| Score |
score:3 (3+) score:0 (none) |
| Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
| Views | views:250 |
| Code | code:"if (foo != bar)" |
| Sections |
title:apples body:"apples oranges" |
| URL | url:"*.example.com" |
| Saves | in:saves |
| Status |
closed:yes duplicate:no migrated:no wiki:no |
| Types |
is:question is:answer |
| Exclude |
-[tag] -apples |
| For more details on advanced search visit our help page | |
Results tagged with mathematical-statistics
Search options not deleted
user 114694
Mathematical theory of statistics, concerned with formal definitions and general results.
7
votes
Accepted
If $\text{Var}(X) < \infty$, is $\text{Var}(XY) < \infty$ for $0 \le Y \le 1$?
I've unaccepted kjetil's answer since, as was pointed out in the comments, it assumes $X$ and $Y$ are independent.
The following answer should work when $X$ and $Y$ are dependent, by using whuber's s …
- 323
7
votes
2
answers
298
views
If $\text{Var}(X) < \infty$, is $\text{Var}(XY) < \infty$ for $0 \le Y \le 1$?
I have a variable $X$ that I know has finite variance (and therefore also finite mean). Is it always true that its variance remains finite after scaling by $0 \le Y \le 1$?
Note that $X$ and $Y$ are …
- 323