Accession Number:
ADA089529
Title:
Growth Rates of Moment Sequences.
Descriptive Note:
Technical rept.,
Corporate Author:
STANFORD UNIV CA DEPT OF STATISTICS
Personal Author(s):
Report Date:
1980-07-30
Pagination or Media Count:
54.0
Abstract:
General properties of growth rates of moment sequences of nonnegative random variables are presented. Then asymptotic results on moment sequences are derived for two classes of distribution functions. Explicitly, let a monotone be increasing twice differentiable regularly varying function at infinity. A second class of distribution functions is defined. Finally, several examples are given to illustrate the possible different asymptotic growth rates of moments.
Descriptors:
Subject Categories:
- Statistics and Probability