Moments determine the tail of a distribution (but not much else)

被引：42

作者：

Lindsay, BG ^{[1
]}

Basak, P

机构：

[1] Penn State Univ, University Pk, PA 16801 USA

[2] Penn State Altoona, Altoona, PA 16601 USA

来源：

AMERICAN STATISTICIAN | 2000年 / 54卷 / 04期

关键词：

distribution bounds; moments;

D O I：

10.2307/2685775

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

How much information does a finite collection of moments carry about the underlying distribution? We revive an old bound, give a new, simple formula for its calculation, and demonstrate that although very little can be said about the central part of the distribution, the tail is much more sharply defined.

引用

页码：248 / 251

页数：4