A moments based distribution bounding method |
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Authors: | S ndor R cz, rp d Tari,Mikl s Telek |
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Affiliation: | Budapest University of Technology and Economics, Magyar tudósok krt. 2, 1117 Budapest, Hungary |
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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. |
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Keywords: | Estimation of distribution Moment problem |
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