Abstract
The problem of moments has been studied for more than a century. This paper discusses a practical issue related to the problem of moments namely the bounding of a distribution based on a given number of moments. The presented approach is unified in the sense that all measures of interests are provided as a quadratic expression of the same Hankel-matrix.
Application examples indicate the importance of the presented approach.
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Tari, Á., Telek, M., Buchholz, P. (2005). A Unified Approach to the Moments Based Distribution Estimation – Unbounded Support. In: Bravetti, M., Kloul, L., Zavattaro, G. (eds) Formal Techniques for Computer Systems and Business Processes. EPEW WS-FM 2005 2005. Lecture Notes in Computer Science, vol 3670. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11549970_7
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DOI: https://doi.org/10.1007/11549970_7
Publisher Name: Springer, Berlin, Heidelberg
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