The k-truncated moment class Gamma (m(k)) = {pi is an element of P: m(i) = integral (l)x(i)pi (dx), i = 1,...,k} of all probability distributions pi on a compact interval I of the real line which have the same first k moments is considered. This paper derives some remarkable properties of the ranges of (k + h)th moments which allow to provide bounds for the diameter of Gamma (m(k)) for a suitable probability metric. (C) 2001 Elsevier Science B.V. All rights reserved.
A note on estimating the diameter of a truncated moment class / Tardella, Luca. - In: STATISTICS & PROBABILITY LETTERS. - ISSN 0167-7152. - STAMPA. - 54:2(2001), pp. 115-124. [10.1016/s0167-7152(00)00205-4]
A note on estimating the diameter of a truncated moment class
TARDELLA, Luca
2001
Abstract
The k-truncated moment class Gamma (m(k)) = {pi is an element of P: m(i) = integral (l)x(i)pi (dx), i = 1,...,k} of all probability distributions pi on a compact interval I of the real line which have the same first k moments is considered. This paper derives some remarkable properties of the ranges of (k + h)th moments which allow to provide bounds for the diameter of Gamma (m(k)) for a suitable probability metric. (C) 2001 Elsevier Science B.V. All rights reserved.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
