Probability distributions with binomial moments
Probability
2014-06-04 v1 Combinatorics
Abstract
We prove that if and then the binomial sequence , , is positive definite and is the moment sequence of a probability measure , whose support is contained in . If is a rational number and then is absolutely continuous and its density function can be expressed in terms of the Meijer -function. In particular cases is an elementary function. We show that for the measures and are certain free convolution powers of the Bernoulli distribution. Finally we prove that the binomial sequence is positive definite if and only if either , or , . The measures corresponding to the latter case are reflections of the former ones.
Keywords
Cite
@article{arxiv.1309.0595,
title = {Probability distributions with binomial moments},
author = {Wojciech Mlotkowski and Karol A. Penson},
journal= {arXiv preprint arXiv:1309.0595},
year = {2014}
}