TY - JOUR
T1 - Moments Determine the Tail of a Distribution (But Not Much Else)
AU - Lindsay, Bruce G.
AU - Basak, Prasanta
N1 - Funding Information:
Bruce G. Lindsay is Distinguished Professor of Statistics, Pennsylvania State University, University Park, PA 16801. Prasanta Bas& is Associate Professor of Mathematics, Penn State Altoona, Altoona, PA 16601 (E-mail: [email protected]). The research of Bruce G. Lindsay was partially supported by NSF Grant DMS-9403847.
PY - 2000/11
Y1 - 2000/11
N2 - How much information does a finite collection of moments carry about the underlying distribution? We revive an old bound, give a new, simple formula for its calculation, and demonstrate that although very little can be said about the central part of the distribution, the tail is much more sharply defined.
AB - How much information does a finite collection of moments carry about the underlying distribution? We revive an old bound, give a new, simple formula for its calculation, and demonstrate that although very little can be said about the central part of the distribution, the tail is much more sharply defined.
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U2 - 10.1080/00031305.2000.10474556
DO - 10.1080/00031305.2000.10474556
M3 - Article
AN - SCOPUS:0034548956
SN - 0003-1305
VL - 54
SP - 248
EP - 251
JO - American Statistician
JF - American Statistician
IS - 4
ER -