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For a continuous random variable with probability density function $f_X$, its mean isprovided ${\int }_{-\infty }^{\infty }|x|f_X(x)dx<\infty$. Its variance is the expectation of the squared deviation from its mean:This is finite when $\mathbb{E}[X^2]<\infty$; otherwise it may be $+\infty$ if the finite mean exists.