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On the moment problems

Gwo Dong Lin

Statistics & Probability Letters, 1997, vol. 35, issue 1, 85-90

Abstract: Sufficient conditions for a distribution to be moment-indeterminate are investigated. By applying the fundamental results of Hardy theory, we give an alternative proof of Akhiezer's (1965) result concerning the moment-indeterminacy for distributions supported on the whole real line. Secondly, we give a simpler proof but still based on Slud (1993), for a result concerning distributions supported on the half-line (0, [infinity]). Besides, sufficient conditions for a distribution to be moment-determinate are also investigated.

Keywords: Moment-determinate; Moment-indeterminate; Hardy; space (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (11)

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