A moments based distribution bounding method

Authors:
SáNdor RáCz;ÁRpáD Tari;MiklóS Telek
Affiliations:
Budapest University of Technology and Economics, Magyar tudósok krt. 2, 1117 Budapest, Hungary;Budapest University of Technology and Economics, Magyar tudósok krt. 2, 1117 Budapest, Hungary;Budapest University of Technology and Economics, Magyar tudósok krt. 2, 1117 Budapest, Hungary
Venue:
Mathematical and Computer Modelling: An International Journal
Year:
2006

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Abstract

We present a numerical procedure to bound distributions based on their finite number of moments. Numerical examples demonstrate the properties of the proposed method.