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March 23, 2012 15:00–16:00, Joint Statistics Seminar, The Hong Kong University of Science and Technology
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Moment determinacy of distributions
J. Stoyanov Newcastle University, UK
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Abstract:
The main discussion will be on distributions with finite all moments. Any such a
distribution is either M-determinate (unique by the moments) or M-indeterminate
(non-unique). Along with classical criteria, some recent and interesting
developments will be reported. E.g., we can analyze the moment determinacy of Box-Cox transformations of random data. Results concerning stochastic processes will
also be presented. The illustrative examples will involve popular distributions such
as normal, log normal, exponential, Poisson, … Some not so-well known and even
shocking facts will be discussed. It will be clear that the moment determinacy
and/or indeterminacy of distributions are essential in statistical inference problems.
If time permits, open questions will be outlined.
Language: English
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