On the <i>q</i>-moment Determinacy of Probability Distributions
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Date
2020
Journal Title
Journal ISSN
Volume Title
Publisher
Malaysian Mathematical Sciences Soc
Abstract
Given 0<q<1, every absolutely continuous distribution can be described in two different ways: in terms of a probability density function and also in terms of a q-density. Correspondingly, it has a sequence of moments and a sequence of q-moments, if they exist. In this article, new conditions on the q-moment determinacy of probability distributions are derived. In addition, results related to the comparison of the properties of probability distributions with respect to the moment- and q-moment determinacy are presented.
Description
Ostrovska, Sofiya/0000-0003-1842-7953
Keywords
q-density, q-moment, Moment problem, q-moment (in)determinacy, Analytic function
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Citation
1
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Source
Volume
43
Issue
6
Start Page
3885
End Page
3896