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Bounds on a Distribution Function when its First $n$ Moments are Given

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Publication:5820819
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DOI10.1214/aoms/1177728977zbMath0051.33701OpenAlexW2040045476MaRDI QIDQ5820819

H. L. Royden

Publication date: 1953

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177728977


zbMATH Keywords

integral equations, integral transforms



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Assessing financial model risk ⋮ Bounds on convex reliability functions with known first moments ⋮ An explicit version of the Chebyshev-Markov-Stieltjes inequalities and its applications ⋮ Higher order cumulants and Tchebyshev--Markov bounds for \(P\)-values in distribution-free matched-pairs tests ⋮ First-passage time for envelope crossing for a linear oscillator ⋮ Moment Problem and Its Applications to Risk Assessment ⋮ Worst-Case Range Value-at-Risk with Partial Information ⋮ Estimation of the sum of differences distribution ⋮ Computing tail areas for a high-dimensional Gaussian mixture




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