A note on estimating the diameter of a truncated moment class

✍ Scribed by Luca Tardella

• Publisher: Elsevier Science
• Year: 2001
• Tongue: English
• Weight: 113 KB
• Volume: 54
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(00)00205-4

✦ Synopsis

The k-truncated moment class (m k ) = { ∈ P: mi = I x i (d x); i = 1; : : : ; k} of all probability distributions on a compact interval I of the real line which have the same ÿrst 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 (m k ) for a suitable probability metric.