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The logarithmic skew-normal distributions are moment-indeterminate

Lookup NU author(s): Dr Jordan Stoyanov

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Abstract

We study the class of logarithmic skew-normal (LSN) distributions They have heavy tails, however. all their moments of positive integer orders are finite. Ale 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 Streltjes 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

Publication metadata

Author(s): Lin GD, Stoyanov J

Publication type: Article

Publication status: Published

Journal: Journal of Applied Probability

Year: 2009

Volume: 46

Issue: 3

Pages: 909-916

ISSN (print): 0021-9002

ISSN (electronic): 1475-6072

Publisher: Applied Probability Trust

URL: http://dx.doi.org/10.1239/jap/1253279858

DOI: 10.1239/jap/1253279858

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