A unified approach to the moments based distribution estimation – unbounded support

  • Authors:
  • Árpád Tari;Miklós Telek;Peter Buchholz

  • Affiliations:
  • Universität Dortmund, Germany;Budapest University of Technology and Economics, Hungary;Universität Dortmund, Germany

  • Venue:
  • EPEW'05/WS-FM'05 Proceedings of the 2005 international conference on European Performance Engineering, and Web Services and Formal Methods, international conference on Formal Techniques for Computer Systems and Business Processes
  • Year:
  • 2005

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Abstract

The problem of moments has been studied for more than a century. This paper discusses a practical issue related to the problem of moments namely the bounding of a distribution based on a given number of moments. The presented approach is unified in the sense that all measures of interests are provided as a quadratic expression of the same Hankel-matrix. Application examples indicate the importance of the presented approach.