Probability distributions with binomial moments
Abstract
We prove that if p≥ 1 and -1≤ r≤ p-1 then the binomial sequence np+rn, n=0,1,..., is positive definite and is the moment sequence of a probability measure (p,r), whose support is contained in [0,pp(p-1)1-p]. If p>1 is a rational number and -1<r≤ p-1 then (p,r) is absolutely continuous and its density function Vp,r can be expressed in terms of the Meijer G-function. In particular cases Vp,r is an elementary function. We show that for p>1 the measures (p,-1) and (p,0) are certain free convolution powers of the Bernoulli distribution. Finally we prove that the binomial sequence np+rn is positive definite if and only if either p≥ 1, -1≤ r≤ p-1 or p≤ 0, p-1≤ r ≤ 0. The measures corresponding to the latter case are reflections of the former ones.
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