The converse to Curtiss' theorem for one-sided moment generating functions
Abstract
Description
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).
Submitted to the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Submitted to the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org)