Bounds on a Distribution Function when its First n Moments are Given

DOI10.1214/AOMS/1177728977MaRDI QIDQ5820819zbMATH OpenOpenAlexFDO

Authors Halsey Royden

Publication date 1953

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177728977

zbMATH Keywords

integral equations, integral transforms

Cited in

(9)

• Worst-case range value-at-risk with partial information
• Higher order cumulants and Tchebyshev--Markov bounds for \(P\)-values in distribution-free matched-pairs tests
• Moment Problem and Its Applications to Risk Assessment
• First-passage time for envelope crossing for a linear oscillator
• Bounds on convex reliability functions with known first moments
• Estimation of the sum of differences distribution
• Computing tail areas for a high-dimensional Gaussian mixture
• An explicit version of the Chebyshev-Markov-Stieltjes inequalities and its applications
• Assessing financial model risk

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