Humboldt-Universität zu Berlin - Mathematisch-Naturwissenschaftliche Fakultät - Research Unit 1735


Seminar talk: 09 November 2012, Friday, 13:00 – 14:00


Speaker:  Jordan  Stoyanov  (Newcastle, UK, currently at TU Dresden)


Title: Inference Problems Involving Moment Determinacy of Distributions



Any distribution with finite all moments is either unique (M-determinate) or nonunique (M-indeterminate). Besides its theoretical value, this property is important in several inference problems. It will be shown that the moment determinacy is essential for analysis of distributions coming from observations of random variables or stochastic processes. Some recent developments will be presented along classical criteria. The general results will be applied to nonlinear (Box-Cox) transformations of random data.  Illustrative examples and counterexamples will also be given. There are facts which are not so well-known. Some of them are surprising and even shocking. If time permits, a few  challenging open questions will be outlined.