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)...
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Veröffentlicht in: | Journal of applied probability 2009-09, Vol.46 (3), p.909-916 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
Online-Zugang: | Volltext |
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Zusammenfassung: | 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 of infinitely many distributions, which are different but have the same moment sequence as a fixed LSN distribution. |
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ISSN: | 0021-9002 1475-6072 |
DOI: | 10.1017/S0021900200005945 |