Thesis (M.Sc.) - Cairo University - Institute of Statistical Studies and Research - Department of Mathematical Statistics

It is known that if the moment generating function for any probability distribution exists then it is unique i.e. the probability distribution is determined by its moment generating function. The situation is different for the moments where there are some distributions are not determined by its moments. This means that there are more than one distribution may be share the same moments. This thesis concerns with knowing of how check whether a probability distribution is determined by its moments or not. The moment determinacy (M- determinacy) or moment indeterminacy (M-indeterminacy) is tested for the Maxwell, exponentiated exponential, exponentiated lognormal, and Moyal distributions. The M-determinacy or M-indeterminacy for the four selected distributions is investigated using different criteria. Also, the Stieltjes class for the Maxwell distribution is accomplished

Issued also as CD