Please use this identifier to cite or link to this item:
http://hdl.handle.net/10174/38703
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| Title: | When Do the Moments Uniquely Identify a Distribution |
| Authors: | Coelho, Carlos
Alberto, Rui
Grilo, Luís |
| Editors: | Kumar, S.
Arnold, B. C.
Shimizu, K.
Laha, A. K. |
| Keywords: | Moment problem
Identifiability
Separating functions
Log-normal distribution
F distribution |
| Issue Date: | 6-May-2025 |
| Publisher: | Springer Nature |
| Citation: | Coelho, C. A., Alberto, R. P. & Grilo, L. M. (2025). When Do the Moments Uniquely Identify a Distribution. Springer Nature. Directional and Multivariate Statistics (A Volume in Honour of Ashis SenGupta). Editado por Somesh Kumar, Barry C. Arnold, Kunio Shimizu and Arnab Kumar Laha (online: May 06, 2025). https://link.springer.com/chapter/10.1007/978-981-96-2004-3_13 |
| Abstract: | The authors establish when do the moments E(Xh), for h in some subset C of IR, uniquely identify the distribution of any positive random variable X, that is, when is xh a separating function. The simple necessary and sufficient condition is shown to be related with the existence of the moment generating function of the random variable Y = logX. The subset C of IR is thus the set of values of h for which the moment generating function of Y is defined. Examples of random variables characterized in this way by the set of their h-th moments are given. |
| URI: | https://link.springer.com/chapter/10.1007/978-981-96-2004-3_13
http://hdl.handle.net/10174/38703 |
| Type: | bookPart |
| Appears in Collections: | MAT - Publicações - Capítulos de Livros
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