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Theoretical and experimental aspects of information theory and coding theory. This tag covers but is not limited to following branches: information theory, information geometry, optimal transportation theory, coding theory.

7 votes

When are probability distributions completely determined by their moments?

Suppose all moments exist for X and Y. 1) If X and Y have bounded support, the CDFs of X and Y are equal if and only if all moments are equal. 2) If the moment generating functions exist and M_X(t) …
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