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Moment-determinate and indeterminate probability distributions / Fatma Mohammed Montaser Mohammed Ahmed ; Supervised Amal Soliman Hassan , Sahar Ahmed Niazy

By: Contributor(s): Material type: TextTextLanguage: English Publication details: Cairo : Fatma Mohammed Montaser Mohammed Ahmed , 2016Description: 83 Leaves : charts , facsimiles ; 30cmOther title:
  • التوزيعات الإحتمالة المحددة والغير محددة بالعزوم [Added title page title]
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  • Issued also as CD
Dissertation note: Thesis (M.Sc.) - Cairo University - Institute of Statistical Studies and Research - Department of Mathematical Statistics Summary: 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
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Item type Current library Home library Call number Copy number Status Date due Barcode
Thesis Thesis قاعة الرسائل الجامعية - الدور الاول المكتبة المركزبة الجديدة - جامعة القاهرة Cai01.18.03.M.Sc.2016.Fa.M (Browse shelf(Opens below)) Not for loan 01010110072026000
CD - Rom CD - Rom مخـــزن الرســائل الجـــامعية - البدروم المكتبة المركزبة الجديدة - جامعة القاهرة Cai01.18.03.M.Sc.2016.Fa.M (Browse shelf(Opens below)) 72026.CD Not for loan 01020110072026000

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

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