On moment indeterminacy of the Benini income distribution

Arbeitspapier

The Benini distribution is a lognormal-like distribution generalizing the Pareto distribution. Like the Pareto and the lognormal distributions it was originally proposed for modeling economic size distributions, notably the size distribution of personal income. This paper explores a probabilistic property of the Benini distribution, showing that it is not determined by the sequence of its moments although all the moments are finite. It also provides explicit examples of distributions possessing the same set of moments. Related distributions are briefly explored.

Angaben zum Objekt

• Sprache: Englisch

Verweise und Beziehungen

• Erschienen in: Series: WWZ Discussion Paper ; No. 2013/08

Klassifikation und Themen

• Klassifikation: Wirtschaft ; Specific Distributions; Specific Statistics ; Mathematical Methods
• Thema: Benini distribution ; characterization of distributions ; income distribution ; moment problem ; statistical distributions ; Stieltjes class ; Einkommensverteilung ; Statistische Verteilung ; Statistische Methode ; Konzentrationsmaß

Beteiligte, Orts- und Zeitangaben

• Ereignis: Geistige Schöpfung
• (wer): Kleiber, Christian
• Ereignis: Veröffentlichung
• (wer): University of Basel, Center of Business and Economics (WWZ)
• (wo): Basel
• (wann): 2013

Weitere Informationen

• DOI: doi:10.5451/unibas-ep28620
• Handle: http://hdl.handle.net/10419/123447
• Letzte Aktualisierung: 10.03.2025, 11:44 MEZ