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Inference Problems Involving Moment Determinacy of Distributions

Lookup NU author(s): Dr Jordan Stoyanov

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This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License (CC BY-NC-ND).

Abstract

We describe diverse stochastic inference problems whose solution essentially depends on the moment determinacy of some distributions involved. For a variety of stochastic models we ask questions such as "how to identify a distribution if knowing its moments?" "how asymmetric can be a distribution with zero odd order moments?" "is any mixture model identifiable?" For specific models we provide answers, motivating arguments, and illustrations. Some challenging open questions are outlined.

Publication metadata

Author(s): Stoyanov J

Publication type: Article

Publication status: Published

Journal: Communications in Statistics: Theory and Methods

Year: 2012

Volume: 41

Issue: 16-17

Pages: 2864-2878

Print publication date: 09/07/2012

Date deposited: 14/08/2017

ISSN (print): 0361-0926

ISSN (electronic): 1532-415X

Publisher: Taylor & Francis Inc.

URL: http://dx.doi.org/10.1080/03610926.2011.605237

DOI: 10.1080/03610926.2011.605237

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