Random variable with finite exponential first moment, infinite exponential variance
11727
How can a distribution have infinite mean and variance?
77069
Reliability function, proving exponential distribution
6077
Expectation of max of two normal random variables
150050
Finite dimensional distributions of brownian motion changed at a random point
75030
Law of large numbers for non-identically distributed Bernoulli random variables
137103
Random Gaussian Variables
33585
Moment generating function of a gamma distribution
117912
How to show that $p$th moment being finite is equivalent to a limit existing
34546
What will be the variance of the following Random variable
1909
Consistency of an order statistic in exponential distribution
12407
Gamma Distribution out of sum of exponential random variables
105850
Compute $E(X\mid X+Y)$ for independent random variables $X$ and $Y$ with standard exponential distributions
40160
asymmetric errors with exponential
81767
Reverse Markov Inequality for non-negative unbounded random variables
25654
E[X| X>Y] for independent X, Y ~ N(0,1)
1264
Find the probability of an event determined by an inequality on exponential random variables
50263
Generalization to higher moments of the survival function method for computing the first moment.