A New Proof That the Product of Three or More Exponential Random Variables Is Moment-Indeterminate
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Date
2010
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Publisher
Elsevier Science Bv
Open Access Color
Green Open Access
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Abstract
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.
Description
Keywords
Product of exponential random variables, Stieltjes problem of moments, M-determinate distribution, M-indeterminate distribution, Probability distributions: general theory, product of exponential random variables, Stieltjes problem of moments, \(M\)-determinate distribution, \(M\)-indeterminate distribution
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Fields of Science
0101 mathematics, 01 natural sciences
Citation
WoS Q
Q4
Scopus Q
OpenCitations Citation Count
4
Source
Statistics & Probability Letters
Volume
80
Issue
9-10
Start Page
792
End Page
796
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CrossRef : 2
Scopus : 4
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4
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1
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