Some Incomplete and Boundedly Complete Families of Distributions
Some Incomplete and Boundedly Complete Families of Distributions
Let $\mathscr{P}$ be a family of distributions on a measurable space such that $(\dagger) \int u_i dP = c_i, i = 1, \cdots, k$, for all $P\in\mathscr{P}$, and which is sufficiently rich; for example, $\mathscr{P}$ consists of all distributions dominated by a $\sigma$-finite measure and satisfying $(\dagger)$. It is known …