Consider two probability distributions, A and B. A has greater variance than B, but A and B have equal means. We are not told anything about their skewness or kurtosis, these can be different for A and B (A might have fat tails or be skewed, while B might be likewise or may different all together).

Here is the questions:

Is it possible to draw n observations from A and n observations from B, and find that the variance of observations drawn from A is greater than the variance of observations drawn from B, even for very large numbers of n (perhaps given different skewness and kurtosis?)

Here is the questions:

Is it possible to draw n observations from A and n observations from B, and find that the variance of observations drawn from A is greater than the variance of observations drawn from B, even for very large numbers of n (perhaps given different skewness and kurtosis?)

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