Timeline for Implication of MGF inequality
Current License: CC BY-SA 3.0
3 events
| when toggle format | what | by | license | comment | |
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| Apr 10, 2015 at 8:50 | comment | added | Liviu Nicolaescu | Without some assumption on the growth of the moments of a probability measure, you cannot conclude that they uniquely determine the measure. Widder's book on Laplace transform gives examples of such non-uniqueness phenomena. | |
| Apr 10, 2015 at 1:08 | comment | added | Christian Remling | You are assuming that the Laplace transform of $d(F_Y-F_X)$ is non-negative pointwise. If $X,Y\ge 0$, then these measures are characterized by Bernstein's theorem: en.wikipedia.org/wiki/… | |
| Apr 10, 2015 at 0:47 | history | asked | axk | CC BY-SA 3.0 |