On Minimal-Moment Generating Functions |
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| Authors: | MC Spruill |
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| Institution: | (1) School of Mathematics, Georgia Institute of Technology, Atlanta, GA, 30332-0160 |
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| Abstract: | A formula expressing the inverse cumulative distribution function of a non-negative random variable in terms of contour integrals of its minimal-moment generating function is proved as well as an analog of the classical continuity theorem for characteristic functions. |
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| Keywords: | uniform integrability L1 convergence order statistics |
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