کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
10525860 958295 2011 4 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On convergence of moment generating functions
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
On convergence of moment generating functions
چکیده انگلیسی
Mukherjea et al. [Mukherjea, A., Rao, M., Suen, S., 2006. A note on moment generating functions. Statist. Probab. Lett. 76, 1185-1189] proved that if a sequence of moment generating functions Mn(t) converges pointwise to a moment generating function M(t) for all t in some open interval of the real line, not necessarily containing the origin, then the distribution functions Fn (corresponding to Mn) converge weakly to the distribution function F (corresponding to M). In this note, we improve this result and obtain conditions of the convergence which seem to be sharp: Fn converge weakly to F if Mn(tk) converge to M(tk), k=1,2,…, for some sequence {t1,t2,…} having the minimal and the maximal points. A similar result holds for characteristic functions.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 81, Issue 4, April 2011, Pages 502-505
نویسندگان
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