A note on estimating the diameter of a truncated moment class

Luca Tardella

Statistics & Probability Letters, 2001, vol. 54, issue 2, 115-124

Abstract: The k-truncated moment class of all probability distributions [pi] on a compact interval I of the real line which have the same first k moments is considered. This paper derives some remarkable properties of the ranges of (k+h)th moments which allow to provide bounds for the diameter of [Gamma](mk) for a suitable probability metric.

Date: 2001
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