The subject of this research is the maximum probability assignable to closed subintervals of a closed, bounded, nondegenerate interval by distributions on that interval whose first three moments are specified. This maximum probability is explicitely displayed as a function of both the moments and the subintervals. The ready application of these results is illustrated by numerical examples.
Publié le : 1976-01-14
Classification:
Barycentric coordinates,
closed subintervals,
indexed moment space partition,
moment function,
moment space,
normalized moment function,
sharp upper bound,
44A50,
62Q05
@article{1176343353,
author = {Skibinsky, Morris},
title = {Sharp Upper Bounds for Probability on an Interval When the First Three Moments are Known},
journal = {Ann. Statist.},
volume = {4},
number = {1},
year = {1976},
pages = { 187-213},
language = {en},
url = {http://dml.mathdoc.fr/item/1176343353}
}
Skibinsky, Morris. Sharp Upper Bounds for Probability on an Interval When the First Three Moments are Known. Ann. Statist., Tome 4 (1976) no. 1, pp. 187-213. http://gdmltest.u-ga.fr/item/1176343353/