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On the moment problems


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  • Gwo Dong Lin
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    Sufficient 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.

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    Bibliographic Info

    Article provided by Elsevier in its journal Statistics & Probability Letters.

    Volume (Year): 35 (1997)
    Issue (Month): 1 (August)
    Pages: 85-90

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    Handle: RePEc:eee:stapro:v:35:y:1997:i:1:p:85-90

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    Keywords: Moment-determinate Moment-indeterminate Hardy space;


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    Cited by:
    1. 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).
    2. Mnatsakanov, Robert M., 2008. "Hausdorff moment problem: Reconstruction of distributions," Statistics & Probability Letters, Elsevier, vol. 78(12), pages 1612-1618, September.
    3. 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.
    4. Mnatsakanov, Robert M., 2008. "Hausdorff moment problem: Reconstruction of probability density functions," Statistics & Probability Letters, Elsevier, vol. 78(13), pages 1869-1877, September.


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