A note on estimating the diameter of a truncated moment class

The k-truncated moment class of all probability distributions [pi] on a compact interval I of the real line which have the same first 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 [Gamma](mk) for a suitable probability metric.

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Year of publication:	2001
Authors:	Tardella, Luca
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 54.2001, 2, p. 115-124
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005138120