A new proof that the product of three or more exponential random variables is moment-indeterminate
AbstractWe present a direct, short and transparent proof of the following result:Â The product X1...Xn of independent exponential random variables X1,...,Xn is moment-indeterminate if and only if n>=3. This and other complex analytic results concerning Stieltjes moment sequences and properties of the corresponding distributions appeared recently in Berg (2005).
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 80 (2010)
Issue (Month): 9-10 (May)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Gwo Dong Lin, 1997. "On the moment problems," Statistics & Probability Letters, Elsevier, Elsevier, vol. 35(1), pages 85-90, August.
- Ostrovska, Sofiya & Stoyanov, Jordan, 2005. "Stieltjes classes for M-indeterminate powers of inverse Gaussian distributions," Statistics & Probability Letters, Elsevier, Elsevier, vol. 71(2), pages 165-171, February.
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