✦ LIBER ✦

Moment problems on random rounding rules subject to two moment conditions

✍ Scribed by G.A. Anastassiou; T. Rychlik

Publisher: Elsevier Science
Year: 1998
Tongue: English
Weight: 641 KB
Volume: 36
Category: Article
ISSN: 0898-1221
DOI: 10.1016/s0898-1221(98)00104-7

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✦ Synopsis

Sharp upper and lower bounds are presented for the expectation of a randomly rounded nonnegative random variables satisfying a support constraint and two moment conditions. The rounding rule ascribes either the floor or the ceiling to a number due to a given two-point distribution.