On moment indeterminacy of the Benini income distribution

DOI10.1007/S00362-013-0535-9zbMATH Open1277.60030arXiv1306.0364OpenAlexW2122260436MaRDI QIDQ379932FDOQ379932

Authors: Christian Kleiber 

Publication date: 11 November 2013

Published in: Statistical Papers (Search for Journal in Brave)

Abstract: The Benini distribution is a lognormal-like distribution generalizing the Pareto distribution. Like the Pareto and the lognormal distributions it was originally proposed for modeling economic size distributions, notably the size distribution of personal income. This paper explores a probabilistic property of the Benini distribution, showing that it is not determined by the sequence of its moments although all the moments are finite. It also provides explicit examples of distributions possessing the same set of moments. Related distributions are briefly explored.

Full work available at URL: https://arxiv.org/abs/1306.0364

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zbMATH Keywords

characterization of distributionsincome distributionmoment problemstatistical distributionsBenini distributionStieltjes class

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) Moment problems (44A60)

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Cited In (2)

• Recent developments on the moment problem
• Title not available (Why is that?)

Uses Software

• Digital Library of Mathematical Functions
• Mathematica

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