Bounds for integrals using segments (Q795255)
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Bounds for integrals using segments (English)
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1984
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This note and two previous studies [ibid. 10, 229-254 (1984)] arose from the problem of constructing bounds for the sample standard deviation moments in sampling from specified distributions. The basic idea (hinted at in Cramer's Mathematical Methods) is to use the Cauchy form of the remainder in a Taylor series, and under certain conditions to minimize it; of fundamental importance is the existence of sequences of polynomials of increasing degree, each of which has a unique real zero. The first paper refers to the expectation of a power of a variable t, where t is a positive real valued function with known distribution on a finite interval. The second paper considers a certain class of definite integral in which the integrand is a one-signed function together with another function having a one-signed derivative. The integrals may be multi-dimensional. The case in which a derivative is not one-signed is considered. The last paper considers the application of the formulas to intervals divided into segments. The bounds may be useful in providing alternative assessments to errors involved in quadrature formulations - always a tricky problem. Progressing sequences of bounds can be set up theoretically, but little is known of conditions controlling monotonic properties.
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elliptic integrals
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moment series
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sample standard deviation moments
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remainder
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