Ushakov, N.G.; Ushakov, V.G. - In: Statistics & Probability Letters 81 (2011) 4, pp. 502-505
Mukherjea et al. [Mukherjea, A., Rao, M., Suen, S., 2006. A note on moment generating functions. Statist. Probab. Lett. 76, 1185-1189] proved that if a sequence of moment generating functions Mn(t) converges pointwise to a moment generating function M(t) for all t in some open interval of the...