A new proof that the product of three or more exponential random variables is moment-indeterminate

作者：Ostrovska Sofiya; Stoyanov Jordan^*

来源：Statistics & Probability Letters, 2010, 80(9-10): 792-796.

DOI：10.1016/j.spl.2010.01.012

• Product of exponential random variables
• Stieltjes problem of moments
• M-determinate distribution
• M-indeterminate distribution

We present a direct, short and transparent proof of the following result: The product X(1) ... X(n) of independent exponential random variables X(1),...,X(n) is moment-indeterminate if and only if n >= 3. This and other complex analytic results concerning Stieltjes moment sequences and properties of the corresponding distributions appeared recently in Berg (2005).

• 出版日期2010-5-1