Bounds on the Tail Probability and Absolute Difference Between Two Distributions

DOI10.1081/STA-120018549zbMath1077.60021MaRDI QIDQ4798086

Aldo Tagliani, M. N. Goria

Publication date: 18 March 2003

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Statistical aspects of information-theoretic topics (62B10) Statistical distribution theory (62E99)

Related Items (5)

Moment information and entropy evaluation for probability densities ⋮ On the proximity of distributions in terms of coinciding fractional moments. ⋮ An iterative algorithm to bound partial moments ⋮ Inferring probability densities from expert opinion ⋮ Moment Information for Probability Distributions, Without Solving the Moment Problem. I: Where is the Mode?

Cites Work

• Entropy-convergence in Stieltjes and Hamburger moment problem
• INVERSE z TRANSFORM AND MOMENT PROBLEM
• Sharper lower bounds for discrimination information in terms of variation (Corresp.)

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