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Selected Works of C.C. Heyde

Part of the series Selected Works in Probability and Statistics pp 16-18

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On a Property of the Lognormal Distribution

  • C. C. HeydeAffiliated withThe Australian National University

Summary

In this paper it is established that the lognormal distribution is not determined by its moments. Some brief comments are made on the set of distributions having the same moments as a lognormal distribution.