Suppose that $X$ is some sequence or random variable, etc. I am trying to understand why if $X < \infty$, then that doesn't necessarily mean it has a bound, i.e., there doesn't exist some value $M$ whereby $X \leq M$ for all possible realizations of $X$. Does anyone have an intuition why? Thanks
2026-03-29 14:58:54.1774796334
If we have that $X < \infty$, why doesn't it imply $X$ is bounded?
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Say $X$ successively takes the values $1,2,3, ...$. Then $X$ is unbounded, even though each value it takes is finite.