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Article Citation - WoS: 2Citation - Scopus: 4Constructing Stieltjes Classes for M-Indeterminate Absolutely Continuous Probability Distributions(Impa, 2014) Ostrovska, Sofiya; MathematicsIf P is a moment-indeterminate probability distribution, then it is desirable to present explicitly other distributions possessing the same moments as P. In this paper, a method to construct an infinite family of probability densities - called the Stieltjes class - all with the same moments is presented. The method is applicable for densities with support (0, infinity) which satisfy the lower bound: f(x) >= A exp{-ax(alpha)} for some A > 0, a > 0 and some alpha is an element of(0, 1/2):Article Citation - WoS: 4Citation - Scopus: 4A New Proof That the Product of Three or More Exponential Random Variables Is Moment-Indeterminate(Elsevier Science Bv, 2010) Ostrovska, Sofiya; Stoyanov, JordanWe 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.
