A Linear Programming Formulation of the Problem of Moments

DOI10.1002/zamm.19790591006zbMath0435.65120OpenAlexW2016580589MaRDI QIDQ3875304

No author found.

Publication date: 1979

Published in: ZAMM - Zeitschrift für Angewandte Mathematik und Mechanik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/zamm.19790591006

zbMATH Keywords

moment problemdensity functionscubic spline functionapproximation of the density functionsharper bounds

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Numerical mathematical programming methods (65K05) Applications of mathematical programming (90C90) Probability distributions: general theory (60E05) Linear programming (90C05) Probabilistic methods, stochastic differential equations (65C99) Discrete operational calculus (44A55)

Cites Work

• Unnamed Item
• The ideas of P. L. Čebyšev and A. A. Markov in the theory of limiting values of integrals and their further development

This page was built for publication: A Linear Programming Formulation of the Problem of Moments