... do not guarantee the existence of the mean/variance of 
. I recall asking Jim Daniel about it on this site, but I can't find the post anymore. So I asked on Math SE: http://ift.tt/1CFFHIi .
Enjoy.
EDIT: Unfortunately I didn't have the mind to come up with a counterexample on my own. :razz:
. I recall asking Jim Daniel about it on this site, but I can't find the post anymore. So I asked on Math SE: http://ift.tt/1CFFHIi .Enjoy.
EDIT: Unfortunately I didn't have the mind to come up with a counterexample on my own. :razz:
Assumptions 2.2 and 2.3 in AMLCR
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