On a Property of the Lognormal Distribution

  • C. C. Heyde
Chapter
Part of the Selected Works in Probability and Statistics book series (SWPS)

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.

References

  1. Muir, T. (1960), A Treatise on the Theory of Determinants (revised and enlarged by W. H. Metzler). New York: Dover.Google Scholar
  2. Shohat, J. A. and Tamarkin, J. D. (1943), The Problem of Moments. New York: American Mathematical Society.Google Scholar
  3. Stone, M. H. (1932), Linear Transformations in Hilbert Space and their Applications to Analysis. New York: American Mathematical Society.Google Scholar

Copyright information

© Springer New York 2010

Authors and Affiliations

  • C. C. Heyde
    • 1
  1. 1.The Australian National UniversityCanberraAustralia

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