Article ID Journal Published Year Pages File Type
1152690 Statistics & Probability Letters 2010 5 Pages PDF
Abstract

We present a direct, short and transparent proof of the following result: The product X1⋯XnX1⋯Xn of independent exponential random variables X1,…,XnX1,…,Xn is moment-indeterminate if and only if n≥3n≥3. This and other complex analytic results concerning Stieltjes moment sequences and properties of the corresponding distributions appeared recently in Berg (2005).

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Physical Sciences and Engineering Mathematics Statistics and Probability
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