The Logarithmic Skew-Normal Distributions are Moment-Indeterminate
نویسندگان
چکیده
منابع مشابه
The Logarithmic Skew-normal Distributions Are Moment-indeterminate
We study the class of logarithmic skew-normal (LSN) distributions. They have heavy tails; however, all their moments of positive integer orders are finite. We are interested in the problem of moments for such distributions. We show that the LSN distributions are all nonunique (moment-indeterminate). Moreover, we explicitly describe Stieltjes classes for some LSN distributions; they are families...
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ژورنال
عنوان ژورنال: Journal of Applied Probability
سال: 2009
ISSN: 0021-9002,1475-6072
DOI: 10.1239/jap/1253279858