On the moment problems
AbstractSufficient conditions for a distribution to be moment-indeterminate are investigated. By applying the fundamental results of Hardy theory, we give an alternative proof of Akhiezer's (1965) result concerning the moment-indeterminacy for distributions supported on the whole real line. Secondly, we give a simpler proof but still based on Slud (1993), for a result concerning distributions supported on the half-line (0, [infinity]). Besides, sufficient conditions for a distribution to be moment-determinate are also investigated.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 35 (1997)
Issue (Month): 1 (August)
Contact details of provider:
Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Laura Mayoral, 2009. "Heterogeneous dynamics, aggregation and the persistence of economic shocks," UFAE and IAE Working Papers 786.09, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Ostrovska, Sofiya & Stoyanov, Jordan, 2010. "A new proof that the product of three or more exponential random variables is moment-indeterminate," Statistics & Probability Letters, Elsevier, vol. 80(9-10), pages 792-796, May.
- Mnatsakanov, Robert M., 2008. "Hausdorff moment problem: Reconstruction of distributions," Statistics & Probability Letters, Elsevier, vol. 78(12), pages 1612-1618, September.
- Mnatsakanov, Robert M., 2008. "Hausdorff moment problem: Reconstruction of probability density functions," Statistics & Probability Letters, Elsevier, vol. 78(13), pages 1869-1877, September.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).
If references are entirely missing, you can add them using this form.