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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