When Do the Moments Uniquely Identify a Distribution

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dc.contributor.authorCoelho, Carlos
dc.contributor.authorAlberto, Rui
dc.contributor.authorGrilo, Luís
dc.contributor.editorKumar, S.
dc.contributor.editorArnold, B. C.
dc.contributor.editorShimizu, K.
dc.contributor.editorLaha, A. K.
dc.date.accessioned2025-06-17T09:58:16Z
dc.date.available2025-06-17T09:58:16Z
dc.date.embargo2025-05-07
dc.date.issued2025-05-06
dc.description.abstractThe authors establish when do the moments E(Xh), for h in some subset C of IR, uniquely identify the distribution of any positive random variable X, that is, when is xh a separating function. The simple necessary and sufficient condition is shown to be related with the existence of the moment generating function of the random variable Y = logX. The subset C of IR is thus the set of values of h for which the moment generating function of Y is defined. Examples of random variables characterized in this way by the set of their h-th moments are given.por
dc.description.sponsorshipFunded by Portuguese national funds through FCT–Fundação para a Ciência e a Tecnologia, I.P., through NOVA Math, under the scope of projects UIDB/00297/2020 and UIDP/00297/2020 and through CIMA, under project UIDP/04674/2020.por
dc.identifier.authoremailcmac@fct.unl.pt
dc.identifier.authoremailnd
dc.identifier.authoremailluis.grilo@uevora.pt
dc.identifier.citationCoelho, C. A., Alberto, R. P. & Grilo, L. M. (2025). When Do the Moments Uniquely Identify a Distribution. Springer Nature. Directional and Multivariate Statistics (A Volume in Honour of Ashis SenGupta). Editado por Somesh Kumar, Barry C. Arnold, Kunio Shimizu and Arnab Kumar Laha (online: May 06, 2025). https://link.springer.com/chapter/10.1007/978-981-96-2004-3_13por
dc.identifier.doihttps://doi.org/10.1007/978-981-96-2004-3_13por
dc.identifier.scientificarea336por
dc.identifier.urihttps://link.springer.com/chapter/10.1007/978-981-96-2004-3_13
dc.identifier.urihttp://hdl.handle.net/10174/38703
dc.language.isoporpor
dc.publisherSpringer Naturepor
dc.rightsopenAccesspor
dc.subjectMoment problempor
dc.subjectIdentifiabilitypor
dc.subjectSeparating functionspor
dc.subjectLog-normal distributionpor
dc.subjectF distributionpor
dc.titleWhen Do the Moments Uniquely Identify a Distributionpor
dc.typebookPartpor
degois.publication.firstPage239por
degois.publication.lastPage256por
degois.publication.titleDirectional and Multivariate Statistics (A Volume in Honour of Ashis SenGupta)por

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