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January, 1976 Sharp Upper Bounds for Probability on an Interval When the First Three Moments are Known
Morris Skibinsky
Ann. Statist. 4(1): 187-213 (January, 1976). DOI: 10.1214/aos/1176343353

Abstract

The subject of this research is the maximum probability assignable to closed subintervals of a closed, bounded, nondegenerate interval by distributions on that interval whose first three moments are specified. This maximum probability is explicitely displayed as a function of both the moments and the subintervals. The ready application of these results is illustrated by numerical examples.

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Morris Skibinsky. "Sharp Upper Bounds for Probability on an Interval When the First Three Moments are Known." Ann. Statist. 4 (1) 187 - 213, January, 1976. https://doi.org/10.1214/aos/1176343353

Information

Published: January, 1976
First available in Project Euclid: 12 April 2007

zbMATH: 0318.44010
MathSciNet: MR391221
Digital Object Identifier: 10.1214/aos/1176343353

Subjects:
Primary: 44A50
Secondary: 62Q05

Keywords: barycentric coordinates , closed subintervals , indexed moment space partition , moment function , moment space , normalized moment function , sharp upper bound

Rights: Copyright © 1976 Institute of Mathematical Statistics

Vol.4 • No. 1 • January, 1976
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