The generalized moment of order k of a mass distribution sigma for a natural number k is given by integral of lambda to the power k with respect to mass distribution sigma and variable lambda. In extended moment problem, given a sequence of real numbers, it is required to find a mass distribution whose generalized moment of order k is k&#039 / th term of the sequence. The conditions of existence and uniqueness of the solution obtained by Hamburger are studied in this thesis by the use of orthogonal polynomials determined by a measure on real line. A chapter on the study of asymptotic behaviour of orthogonal functions on compact subsets of complex numbers is also included.