The Logarithmic Skew-Normal Distributions are Moment-Indeterminate

DOI10.1239/jap/1253279858zbMath1175.60013OpenAlexW2014988150MaRDI QIDQ3182438

Gwo Dong Lin, Jordan M. Stoyanov

Publication date: 8 October 2009

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1253279858

zbMATH Keywords

heavy tailfinite momentsnonuniquenessStieltjes classproblem of momentslogarithmic skew-normal distribution

Mathematics Subject Classification ID

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

Related Items (19)

Expansions for moments of logarithmic skew-normal extremes ⋮ Inference Problems Involving Moment Determinacy of Distributions ⋮ Curvature perturbations from stochastic particle production during inflation ⋮ Distortion Risk Measures Under Skew Normal Settings ⋮ The log‐power‐normal distribution with application to air pollution ⋮ Recent developments on the moment problem ⋮ Moment determinacy of powers and products of nonnegative random variables ⋮ The generalized lognormal distribution and the Stieltjes moment problem ⋮ Estimating tails of independently stopped random walks using concave approximations of hazard functions ⋮ Tail properties and approximate distribution and expansion for extreme of LGMD ⋮ Some properties of the bivariate lognormal distribution for reliability applications ⋮ On the usefulness of the logarithmic skew normal distribution for describing claims size data ⋮ Mean-variance efficiency of optimal power and logarithmic utility portfolios ⋮ Model averaging quantiles from data censored by a limit of detection ⋮ Inference in log-alpha-power and log-skew-normal multivariate models ⋮ Analysis of over-dispersed count data with extra zeros using the Poisson log-skew-normal distribution ⋮ On log-bimodal alpha-power distributions with application to nickel contents and erosion data ⋮ A different kind of effect size based on samples from two populations with delta log-skew-normal distributions ⋮ Tail Properties and Asymptotic Expansions for the Maximum of the Logarithmic Skew-Normal Distribution

Cites Work

• The moment problem for polynomial forms in normal random variables
• On the moment problems
• Krein condition in probabilistic moment problems
• Method for constructing Stieltjes classes for \(M\)-indeterminate probability distributions
• Bayes estimation subject to uncertainty about parameter constraints
• The multivariate skew-normal distribution
• Criteria for the Unique Determination of Probability Distributions by Moments
• Stieltjes classes for moment-indeterminate probability distributions
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