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jennyzhang
03-28-2005, 04:23 PM
Could anyone explain why "the inverse exponential has a heavier tail than the exponetial distribution"?

I know that it is correct. But I don't see how we could get the conclusion from "moments test." Their moments have similar domains.

Thanks in advance.

Colymbosathon ecplecticos
03-28-2005, 04:32 PM
If I recall correctly, the test is called the “existence of moments” test. Perhaps it is the existence not the domain that you should be considering.