Discrete Stieltjes classes for log-Heine type distributions
Sofiya Ostrovska, Mehmet Turan

TL;DR
This paper introduces a novel method for constructing Stieltjes classes for discrete distributions, expanding their application beyond continuous cases and providing examples for common discrete distributions.
Contribution
It presents a new approach to construct Stieltjes classes in the discrete setting, which was previously mainly considered for continuous distributions.
Findings
New discrete Stieltjes classes constructed for common distributions
Examples demonstrate the applicability of the method
Advances understanding of moment-indeterminate discrete distributions
Abstract
The Stieltjes classes play a significant role in the moment problem since they permit to expose an infinite family of probability distributions all having equal moments of all orders. Given a moment-indeterminate distribution, it may not be easy to indicate another distribution with the same moments. Mostly, the Stieltjes classes have been considered for absolutely continuous distributions. In this work, a new approach for constructing them in the discrete case is presented. Examples for some widely used discrete distributions are provided.
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Taxonomy
TopicsProbability and Risk Models · Statistical Distribution Estimation and Applications · Bayesian Methods and Mixture Models
