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New Checkable Conditions for Moment Determinacy of Probability Distributions

Probability 2020-07-21 v2

Abstract

We have analyzed some conditions which are essentially involved in deciding whether or not a probability distribution is unique (moment-determinate) or non-unique (moment-indeterminate) by its moments. We suggest new conditions concerning both absolutely continuous and discrete distributions. By using the new conditions, which are easily checkable, we either establish new results, or extend previous ones in both Hamburger case (distributions on the whole real line) and Stieltjes case (distributions on the positive half-line). Specific examples illustrate both the results and the relationship between the new conditions and previously available conditions.

Keywords

Cite

@article{arxiv.1910.08933,
  title  = {New Checkable Conditions for Moment Determinacy of Probability Distributions},
  author = {Jordan M. Stoyanov and Gwo Dong Lin and Peter Kopanov},
  journal= {arXiv preprint arXiv:1910.08933},
  year   = {2020}
}

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15 pages