The converse to Curtiss' theorem for one-sided moment generating functions
Statistics Theory
2008-07-23 v1 Statistics Theory
Abstract
A set of necessary and sufficient conditions for a sequence of moment generating functions to converge to a moment generating function on an interval (a,b) not necessarily containing 0, is given. The result is derived using recent results by Mukherjea, et al. (2006) and Chareka (2007).
Keywords
Cite
@article{arxiv.0807.3392,
title = {The converse to Curtiss' theorem for one-sided moment generating functions},
author = {Patrick Chareka},
journal= {arXiv preprint arXiv:0807.3392},
year = {2008}
}
Comments
Submitted to the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org)