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A new proof that the product of three or more exponential random variables is moment-indeterminate

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Abstract

We present a direct, short and transparent proof of the following result:Â The product X1...Xn of independent exponential random variables X1,...,Xn is moment-indeterminate if and only if n>=3. This and other complex analytic results concerning Stieltjes moment sequences and properties of the corresponding distributions appeared recently in Berg (2005).

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