The Logarithmic Skew-Normal Distributions are Moment-Indeterminate
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Open Access
- 1 September 2009
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 46 (3) , 909-916
Abstract
We study the class oflogarithmic skew-normal (LSN) distributions. They have heavy tails; however, all their moments of positive integer orders are finite. We 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 Stieltjes 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.Keywords
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