Moment Information for Probability Distributions, Without Solving the Moment Problem. I: Where is the Mode?

DOI10.1080/03610920701499514MaRDI QIDQ5457988zbMATH OpenOpenAlexFDO

Authors P. N. Gavriliadis

Publication date 10 April 2008

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

Full work available at URL https://doi.org/10.1080/03610920701499514

zbMATH Keywords

momentsdistribution functions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Foundations and philosophical topics in statistics (62A01) Moment problems (44A60)

Recommendations

• Moment information for probability distributions, without solving the moment problem. II: Main-mass, tails and shape approximation
• Modes and moments of unimodal distributions
• Moment information and entropy evaluation for probability densities
• scientific article; zbMATH DE number 992978
• Discrete probability distributions in the generalized moment problem

Cites work

• scientific article; zbMATH DE number 3219899 (Why is no real title available?)
• scientific article; zbMATH DE number 3107192 (Why is no real title available?)
• A definiteness test for Hankel matrices and their lower submatrices
• A moments based distribution bounding method
• Advanced determinant calculus: a complement
• Bounds on the Tail Probability and Absolute Difference Between Two Distributions
• Hankel determinants of some polynomials arising in combinatorial analysis
• How bad are Hankel matrices?
• Krein condition in probabilistic moment problems
• On the proximity of distributions in terms of coinciding fractional moments.
• Remarks on converse Carleman and Krein criteria for the classical moment problem
• The Mean, Median, and Mode of Unimodal Distributions:A Characterization
• The Moment Problem for Unimodal Distributions

Cited in

(12)

• An iterative algorithm to bound partial moments
• Optimum values of a moment for prescribed two other moments
• On local moments
• Moment information for probability distributions, without solving the moment problem. II: Main-mass, tails and shape approximation
• Moment information and entropy evaluation for probability densities
• Interval or moments: which carry more information?
• Inference problems involving moment determinacy of distributions
• Entropy and density approximation from Laplace transforms
• Hausdorff moment problem: recovery of an unknown support for a probability density function
• The truncated Stieltjes moment problem solved by using kernel density functions
• Basis risk management and randomly scaled uncertainty
• Probability distributions conditioned by the available information: Gamma distribution and moments

This page was built for publication: Moment Information for Probability Distributions, Without Solving the Moment Problem. I: Where is the Mode?

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5457988)