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Results tagged with mathematical-statistics
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user 114694
Mathematical theory of statistics, concerned with formal definitions and general results.
7
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2
answers
298
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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 …
- 82.8k
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