Criteria for the Unique Determination of Probability Distributions by Moments

DOI10.1111/1467-842X.00158MaRDI QIDQ4540778zbMATH OpenOpenAlexFDO

Authors

Publication date 28 July 2002

Published in Australian <html_ent glyph="@amp;" ascii="&amp;"/> New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-842x.00158

zbMATH Keywords

Carleman conditionsKrein conditionsmoment problem

Mathematics Subject Classification ID

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

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Cited in

(21)

• Some properties of extreme stable laws and related infinitely divisible random variables
• Determinate multidimensional measures, the extended Carleman theorem and quasi-analytic weights
• Recent developments on the moment problem
• An iterative algorithm to bound partial moments
• New Stieltjes classes involving generalized gamma distributions
• Method for constructing Stieltjes classes for M-indeterminate probability distributions
• On generalized stable and related laws
• Remarks on converse Carleman and Krein criteria for the classical moment problem
• Inference problems involving moment determinacy of distributions
• The Logarithmic Skew-Normal Distributions are Moment-Indeterminate
• scientific article; zbMATH DE number 148970 (Why is no real title available?)
• The truncated Stieltjes moment problem solved by using kernel density functions
• On the moment problem for random sums
• Stieltjes classes for moment-indeterminate probability distributions
• The generalized lognormal distribution and the Stieltjes moment problem
• Recovery of functions from transformed moments: A unified approach
• On conditions for a probability distribution to be uniquely determined by its moments
• Characterization of Probability Laws via Length-Biasing and Stationary-Excess Operations
• Non‐classical Tauberian and Abelian type criteria for the moment problem
• Mixtures of power series distributions: identifiability via uniqueness in problems of moments
• A new proof that the product of three or more exponential random variables is moment-indeterminate

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