he Unimprovability of Moment Estimates

DOI10.1137/S0040585X97979536MaRDI QIDQ4442899zbMATH OpenOpenAlexFDO

Authors A. V. Makrushin

Publication date 21 January 2004

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97979536

zbMATH Keywords

moment estimatesmoment problemmomentsunimprovability of estimates

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Recommendations

• Moment inequalities for positive random variables
• Some bounds on the deviation probability for sums of nonnegative random variables using upper polynomials, moment and probability generating functions
• A note on optimal probability lower bounds for centered random variables
• scientific article; zbMATH DE number 822069
• Exact upper bounds of the probability of failure in a time interval in the case of incomplete information on the distribution function

This page was built for publication: he Unimprovability of Moment Estimates

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4442899)