NDLI: The Logarithmic Skew-Normal Distributions are Moment-Indeterminate

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The Logarithmic Skew-Normal Distributions are Moment-Indeterminate

Content Provider	Scilit
Author	Lin, Gwo Dong
Copyright Year	2009
Description	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.
Related Links	https://www.cambridge.org/core/services/aop-cambridge-core/content/view/834F93AFD186EAF6F26047D68A8A9A06/S0021900200005945a.pdf/div-class-title-the-logarithmic-skew-normal-distributions-are-moment-indeterminate-div.pdf
Ending Page	916
Page Count	8
Starting Page	909
ISSN	00219002
e-ISSN	14756072
DOI	10.1239/jap/1253279858
Journal	Journal of applied probability
Issue Number	3
Volume Number	46
Language	English
Publisher	Cambridge University Press (CUP)
Publisher Date	2009-09-01
Access Restriction	Open
Subject Keyword	Journal of applied probability Logarithmic Skew Moment Indeterminate Skew Normal
Content Type	Text
Resource Type	Article
Subject	Statistics and Probability Statistics, Probability and Uncertainty

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