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

Lookup NU author(s): Dr Jordan Stoyanov

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Abstract

We show that the produclt of three or more exponential random variables is M-indeterminate.


Publication metadata

Author(s): Ostrovska S, Stoyanov J

Publication type: Article

Publication status: Published

Journal: Statistics & Probability Letters

Year: 2010

Volume: 80

Issue: 9-10

Pages: 792-796

Print publication date: 01/05/2010

Date deposited: 07/05/2010

ISSN (print): 0167-7152

Publisher: Elsevier BV

URL: http://dx.doi.org/10.1016/j.spl.2010.01.012

DOI: 10.1016/j.spl.2010.01.012


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