Moment bounds for truncated random variables

DOI10.1016/J.SPL.2009.06.002MaRDI QIDQ842962zbMATH OpenOpenAlexFDO

Authors Guoqing Liu, Wenbo V. Li

Publication date 28 September 2009

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2009.06.002

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Statistical distribution theory (62E99)

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Cites work

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• scientific article; zbMATH DE number 3246461 (Why is no real title available?)
• scientific article; zbMATH DE number 3107192 (Why is no real title available?)
• Generalized Chebyshev Bounds via Semidefinite Programming
• On the Relation Between Option and Stock Prices: A Convex Optimization Approach
• Optimal Inequalities in Probability Theory: A Convex Optimization Approach

Cited in

(14)

• Exact Bounds on the Truncated-Tilted Mean, with Applications
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• Truncated random variables with application to random surfaces
• Exact lower bounds on the exponential moments of truncated random variables
• Bounds on the probability and mean for truncated random variables
• Moments and random number generation for the truncated elliptical family of distributions
• Computing best bounds for nonlinear risk measures with partial information
• Moment bounds for truncated bimodal distributions
• Visualizing the variance of a random variable
• scientific article; zbMATH DE number 5228082 (Why is no real title available?)
• Variance Bounds for Functions of Unimodal Random Variable
• On distributional robust probability functions and their computations
• Semiparametric bounds of mean and variance for exotic options
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