A moments based distribution bounding method

Sándor Rácz, Árpád Tari, M. Telek

Research output: Contribution to journalArticle

9 Citations (Scopus)

Abstract

We present a numerical procedure to bound distributions based on their finite number of moments. Numerical examples demonstrate the properties of the proposed method.

Original languageEnglish
Pages (from-to)1367-1382
Number of pages16
JournalMathematical and Computer Modelling
Volume43
Issue number11-12
DOIs
Publication statusPublished - Jun 2006

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Numerical Procedure
Moment
Numerical Examples
Demonstrate

Keywords

  • Estimation of distribution
  • Moment problem

ASJC Scopus subject areas

  • Information Systems and Management
  • Control and Systems Engineering
  • Applied Mathematics
  • Computational Mathematics
  • Modelling and Simulation
  • Computer Science (miscellaneous)

Cite this

A moments based distribution bounding method. / Rácz, Sándor; Tari, Árpád; Telek, M.

In: Mathematical and Computer Modelling, Vol. 43, No. 11-12, 06.2006, p. 1367-1382.

Research output: Contribution to journalArticle

Rácz, Sándor ; Tari, Árpád ; Telek, M. / A moments based distribution bounding method. In: Mathematical and Computer Modelling. 2006 ; Vol. 43, No. 11-12. pp. 1367-1382.
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