Back to Search
Start Over
New checkable conditions for moment determinacy of probability distributions
- Source :
- Teoriya Veroyatnostei i ee Primeneniya. 65:634-648
- Publication Year :
- 2020
- Publisher :
- Steklov Mathematical Institute, 2020.
-
Abstract
- We have analyzed some conditions which are essentially involved in deciding whether or not a probability distribution is unique (moment-determinate) or non-unique (moment-indeterminate) by its moments. We suggest new conditions concerning both absolutely continuous and discrete distributions. By using the new conditions, which are easily checkable, we either establish new results, or extend previous ones in both Hamburger case (distributions on the whole real line) and Stieltjes case (distributions on the positive half-line). Specific examples illustrate both the results and the relationship between the new conditions and previously available conditions.<br />15 pages
- Subjects :
- Statistics and Probability
Determinacy
Stieltjes moment problem
Probability (math.PR)
010102 general mathematics
60E05, 62E10, 44A60
Riemann–Stieltjes integral
Absolute continuity
01 natural sciences
Carleman's condition
Moment (mathematics)
010104 statistics & probability
Hamburger moment problem
FOS: Mathematics
Probability distribution
Applied mathematics
Statistics, Probability and Uncertainty
0101 mathematics
Real line
Mathematics - Probability
Mathematics
Subjects
Details
- ISSN :
- 23053151 and 0040361X
- Volume :
- 65
- Database :
- OpenAIRE
- Journal :
- Teoriya Veroyatnostei i ee Primeneniya
- Accession number :
- edsair.doi.dedup.....809dc54a7b725d7a594803e8b3847b8b