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On moment indeterminacy of the Benini income distribution

Kleiber, Christian

In: Statistical Papers, 2013, vol. 54, no. 4, p. 1121-1130

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    Titre
    • On moment indeterminacy of the Benini income distribution
    Auteur
    • Kleiber, Christian. Faculty of Business and Economics, Universität Basel, Peter Merian-Weg 6, 4002, Basel, Switzerland
    Type de document
    • Postprint
    Langue
    • Anglais
    Publié dans
    • Statistical Papers, 2013, vol. 54, no. 4, p. 1121-1130. Springer Berlin Heidelberg
    Autre version électronique
    Identifiant OAI-PMH
    • oai:doc.rero.ch:314446
    Summary
    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