A new proof that the product of three or more exponential random variables is moment-indeterminate
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Publication:968465
DOI10.1016/J.SPL.2010.01.012zbMATH Open1194.60018OpenAlexW2068470243MaRDI QIDQ968465FDOQ968465
Authors: Sofiya Ostrovska, Jordan Stoyanov 
Publication date: 5 May 2010
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2010.01.012
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Stieltjes problem of moments\(M\)-determinate distribution\(M\)-indeterminate distributionproduct of exponential random variables
Cites Work
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- Indeterminate moment problems and the theory of entire functions
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- Characterizations of probability distributions by properties of products of random variables
- On powers of Stieltjes moment sequences, I
- On the moment problems
- Criteria for the Unique Determination of Probability Distributions by Moments
- On Krein's theorem for indeterminacy of the classical moment problem
- The moment problem for polynomial forms in normal random variables
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- The exact distribution of products of independent random variables
- Probability Density Function of the Product and Quotient of Two Correlated Exponential Random Variables
- On the infinite divisibility of products of powers of gamma variables
- A contemporary review and bibliography of infinitely divisible distributions and processes
- Stieltjes classes for M-indeterminate powers of inverse Gaussian distributions
- On certain non-unique solutions of the Stieltjes moment problem
- On the moment determinacy of the distributions of compound geometric sums
- Uncorrelatedness sets for random variables with given distributions
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