On the proximity of distributions in terms of coinciding fractional moments

被引：7

作者：

Tagliani, A ^{[1
]}

机构：

[1] Univ Trent, Fac Econ, I-38100 Trent, Italy

来源：

APPLIED MATHEMATICS AND COMPUTATION | 2003年 / 145卷 / 2-3期

关键词：

fractional moments; Hankel matrix; Levy distance; maximum entropy; Stieltjes moment problem;

D O I：

10.1016/S0096-3003(02)00510-6

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A bound on the absolute difference between two distributions, based on entropy, is introduced. Such a bound can be made as precise as desired, according to the number of common fractional moments assumed. The approximating distribution is obtained by maximizing the entropy constrained by fractional moments. (C) 2002 Elsevier Inc. All rights reserved.

引用

页码：501 / 509

页数：9

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