> One of the most famous people in probability theory even claimed that it's the ones with finite moments that are rare in practice. (But I couldn't find this q

> One of the most famous people in probability theory even claimed that it's the ones with finite moments that are rare in practice. (But I couldn't find this quote back, I thought it was Poisson or Laplace) That sounds more like Kolmogorov than like Laplace. Someone more interested in mathematical issues than in practical questions.