Hamburger moment problem for powers and products of random variables

DOI10.1016/j.jspi.2013.11.002zbMath1300.60031OpenAlexW1989695283MaRDI QIDQ460662

Gwo Dong Lin, Anirban DasGupta, Jordan M. Stoyanov

Publication date: 13 October 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2013.11.002

zbMATH Keywords

logistic distributionnormal distributionHamburger moment problemLaplace distributionCramér's conditionCarleman's conditiondouble generalized gamma distributionHardy's conditionKrein's conditionpowers and products of random variables

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Moment problems (44A60)

Related Items (6)

Recent developments on the moment problem ⋮ Moment determinacy of powers and products of nonnegative random variables ⋮ Unnamed Item ⋮ A theorem of Malliavin applied to the uniqueness of probabilistic moments ⋮ On Conditions for a Probability Distribution to Be Uniquely Determined by Its Moments ⋮ Novel algorithm for reconstruction of a distribution by fitting its first-four statistical moments

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