Remarks on properties of probability distributions determined by conditional moments (Q1092557)
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Remarks on properties of probability distributions determined by conditional moments (English)
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1988
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In this paper we consider some properties of rotation-invariant distributions on \(R^ n\), which are determined by a form of conditional moment of order \(\alpha >0\). In particular we prove that the Gaussian distribution is determined uniquely by its conditional moments and we investigate the related question of finiteness of exponential moments. The case of general \(\alpha >0\) appears to be more difficult to analyze than the case \(\alpha =2\), studied previously by other authors.
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spherically symmetric distributions
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characterization of normal distribution
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