Moment determinacy on a compact interval 2026-10-03
Two probability measures supported on one compact interval are equal if all their moments are equal. Indeed, equality on monomials gives equality on polynomials, the Weierstrass approximation theorem extends it to every continuous function on the interval, and compactly supported continuous functions determine a finite Borel measure.
Past exam of the mathematics course of the University of Cambridge 2019 ii Paper 3 26K a Solution Created 2026-09-24 Updated 2026-10-03
Let and be the probability laws of and . The hypothesis saysfor every compactly supported continuous function . The theorem that compactly supported continuous functions determine a finite Borel measure gives . Hence and have the same law.