Can the finiteness of a mean be tested?
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D.L. Hawkins
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Article
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1997
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Elsevier Science
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English
β 234 KB
Let ff,,(o~) denote the set of absolutely continuous distributions on [0, o~) with finite (infinite) mean. We show the non-existence of a test of H0: F C fin versus Hi: F E dgm in the class of sequential tests based on independent identically distributed observations X1,X2 .... distributed as F, and