On Minimal-Moment Generating Functions
Tóm tắt
A formula expressing the inverse cumulative distribution function of a non-negative random variable in terms of contour integrals of its minimal-moment generating function is proved as well as an analog of the classical continuity theorem for characteristic functions.
Tài liệu tham khảo
Abramowitz, M. and Stegun, I., Handbook of Mathematical Functions, Dover, New York, 1965.
Rudin, W., Real and Complex Analysis, McGraw Hill, New York, 1966.
Spruill, M.C., “Determinacy of means of order statistics,” Sankhya A 57, 118–125, (1995).