Bounds on the Tail Probability and Absolute Difference Between Two Distributions

DOI10.1081/STA-120018549MaRDI QIDQ4798086zbMATH OpenFDO

Authors M. N. Goria, Aldo Tagliani

Publication date 18 March 2003

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Inequalities; stochastic orderings (60E15) Statistical distribution theory (62E99)

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Cites work

• Entropy-convergence in Stieltjes and Hamburger moment problem
• Inverse \(z\) transform and moment problem
• Sharper lower bounds for discrimination information in terms of variation (Corresp.)

Cited in

(8)

• On the proximity of distributions in terms of coinciding fractional moments.
• An iterative algorithm to bound partial moments
• The distribution of the difference between two t-variates
• Moment Information for Probability Distributions, Without Solving the Moment Problem. I: Where is the Mode?
• Moment information and entropy evaluation for probability densities
• Inferring probability densities from expert opinion
• Bounds for tail probabilities of the sample variance
• scientific article; zbMATH DE number 6789278 (Why is no real title available?)

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