Browsing by Author "Stoyanov, Jordan"

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    A New Proof That the Product of Three or More Exponential Random Variables Is Moment-Indeterminate
    (Elsevier Science Bv, 2010) Ostrovska, Sofiya; Stoyanov, Jordan
    We present a direct, short and transparent proof of the following result: The product X-1 ... X-n of independent exponential random variables X-1,...,X-n 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). (C) 2010 Elsevier B.V. All rights reserved.