A new proof that the product of three or more exponential random variables is moment-indeterminate

Sofiya Ostrovska and Jordan Stoyanov

Statistics & Probability Letters, 2010, vol. 80, issue 9-10, 792-796

Abstract: We present a direct, short and transparent proof of the following result:Â The product X1...Xn of independent exponential random variables X1,...,Xn is moment-indeterminate if and only if n>=3. This and other complex analytic results concerning Stieltjes moment sequences and properties of the corresponding distributions appeared recently in Berg (2005).

Keywords: Product; of; exponential; random; variables; Stieltjes; problem; of; moments; M-determinate; distribution; M-indeterminate; distribution (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (1)

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