Timeline for What conditions should be satisfied for a rational function to be a moment generating function?
Current License: CC BY-SA 4.0
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when toggle format | what | by | license | comment | |
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Jan 8 at 9:18 | vote | accept | Paul R | ||
Jan 6 at 5:47 | comment | added | Nate Eldredge | There's a necessary and sufficient positive definiteness condition analogous to Bochner's theorem for characteristic functions (i.e. Fourier transform instead of Laplace), see en.wikipedia.org/wiki/Moment_problem#Existence. But it's not very easy to check. | |
Jan 4 at 22:53 | answer | added | Iosif Pinelis | timeline score: 2 | |
Jan 4 at 22:20 | history | asked | Paul R | CC BY-SA 4.0 |