Moment information for probability distributions, without solving the moment problem. II: Main-mass, tails and shape approximation

DOI10.1016/j.cam.2008.10.011zbMath1369.62010OpenAlexW2069124325MaRDI QIDQ1023302

P. N. Gavriliadis, Gerassimos A. Athanassoulis

Publication date: 11 June 2009

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2008.10.011

zbMATH Keywords

momentsapproximationdistribution functionsChristoffel functiontailChebyshev-Stieltjes-Markov inequality

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Probability distributions: general theory (60E05) Approximations to statistical distributions (nonasymptotic) (62E17) Moment problems (44A60)

Related Items

Inference Problems Involving Moment Determinacy of Distributions, Entropy and density approximation from Laplace transforms, Hausdorff moment problem: recovery of an unknown support for a probability density function, Distribution estimation for probabilistic loops, Moment information and entropy evaluation for probability densities, Hausdorff moment problem and fractional moments: a simplified procedure, The truncated Stieltjes moment problem solved by using kernel density functions, An iterative algorithm to bound partial moments, Moment information for probability distributions, without solving the moment problem. II: Main-mass, tails and shape approximation

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