The converse to Curtiss' theorem for one-sided moment generating functions

Details The converse to Curtiss' theorem for one-sided moment generating functions The converse to Curtiss' theorem for one-sided moment generating functions

2008-07-22

arxiv.org/abs/0807.3392v1

Mathematics

Statistics Theory

Submitted to the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics

Scientific paper

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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