| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1154798 | Statistics & Probability Letters | 2006 | 5 Pages |
Abstract
In this note, we show that if a sequence of moment generating functions Mn(t)Mn(t) converges pointwise to a moment generating function M(t)M(t) for all t in some open interval of R , not necessarily containing the origin, then the distribution functions FnFn (corresponding to MnMn) converge weakly to the distribution function F (corresponding to M). The proof uses the basic classical result of Curtiss [1942. A note on the theory of moment generating functions. Ann. Math. Statist. 13 (4), 430–433].
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
A. Mukherjea, M. Rao, S. Suen,