Find a distribution given recursive relationship between moments

40 Views Asked by At

Let's say I have a continuous random variable $0\le X<\infty$ and I know it has first raw moment $m_1=\alpha$, and subsequent moments are defined recursively as:

$$m_{n+1}=(1+\beta n)\alpha m_n$$

for some positive constants $\alpha$, $\beta$. The $n$th raw moment is thus:

$$m_n=\alpha^{n}\prod_{i=0}^{n-1}(1+\beta i)$$

What is the RV's distribution?