Structure of Stieltjes classes of moment-equivalent probability laws

DOI10.1016/j.jmaa.2006.03.035zbMath1120.60007OpenAlexW2059059464MaRDI QIDQ865341

Anthony G. Pakes

Publication date: 14 February 2007

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2006.03.035

zbMATH Keywords

lognormal distributionsinfinite divisibilityStieltjes classextreme membersindeterminate distributionsmoment-equivalent distribution functionsmutually absolute continuity

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Probability distributions: general theory (60E05)

Related Items

Inference Problems Involving Moment Determinacy of Distributions ⋮ Recent developments on the moment problem ⋮ A class of probability distributions that is closed with respect to addition as well as multiplication of independent random variables ⋮ Distributions that are both log-symmetric and R-symmetric ⋮ The truncated Stieltjes moment problem solved by using kernel density functions ⋮ Characterization properties based on the Fisher information for weighted distributions ⋮ \(q\)-Stieltjes classes for some families of \(q\)-densities ⋮ Estimating tails of independently stopped random walks using concave approximations of hazard functions ⋮ On generalized stable and related laws ⋮ Tail asymptotics under beta random scaling ⋮ Characterization of solutions to the Stieltjes-Wigert moment problem ⋮ Moment information for probability distributions, without solving the moment problem. II: Main-mass, tails and shape approximation ⋮ Stieltjes classes for discrete distributions of logarithmic type

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