The converse to Curtiss' theorem for one-sided moment generating functions
classification
🧮 math.ST
stat.TH
keywords
generatingmomentfunctionscharekaconditionscontainingconvergeconverse
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A set of necessary and sufficient conditions for a sequence of moment generating functions to converge to a moment generating function on an interval (a,b) not necessarily containing 0, is given. The result is derived using recent results by Mukherjea, et al. (2006) and Chareka (2007).
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