=+26.7. 21.171 Uniqueness theorem for moment generating functions. Suppose that F has a moment generating function in
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=+26.7. 21.171 Uniqueness theorem for moment generating functions. Suppose that F has a moment generating function in (-so, So), So > 0. From the fact that
[' __ e" dF(x) is analytic in the strip -so < Re z < so, prove that the moment generating function determines F. Show that it is enough that the moment generating function exist in [0, 5g), 5g > 0.
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Related Book For 
Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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