Growth Rates of Moment Sequences

Growth Rates of Moment Sequences

General properties of growth rates of moment sequences of nonnegative random variables are presented. Then asymptotic results on moment sequences are derived for two classes of distribution functions. Explicitly, let a monotone be increasing twice differentiable regularly varying function at infinit...

Ausführliche Beschreibung

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Bibliographische Detailangaben
1. Verfasser: Harkness,William L
Format: Report
Sprache:eng
Schlagworte:
DISTRIBUTION FUNCTIONS
Growth rate
Moment sequences
MOMENTS
RANDOM VARIABLES
RATES
SEQUENCES(MATHEMATICS)
Statistics and Probability
THEOREMS
WUNR042267
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Beschreibung
Zusammenfassung:General properties of growth rates of moment sequences of nonnegative random variables are presented. Then asymptotic results on moment sequences are derived for two classes of distribution functions. Explicitly, let a monotone be increasing twice differentiable regularly varying function at infinity. A second class of distribution functions is defined. Finally, several examples are given to illustrate the possible different asymptotic growth rates of moments.