Moment Sets of Bell-Shaped Distributions: Extreme Points, Extremal Decomposition and Chebysheff Inequalities
نویسنده
چکیده
The paper deals with sets of distributions which are given by moment conditions for the distributions and convex constraints on derivatives of their c d fs A general albeit simple method for the study of their extremal struc ture extremal decomposition and topological or measure theoretical proper ties is developed Its power is demonstrated by the application to bell shaped distributions Extreme points of their moment sets are characterized com pletely thus lling a gap in the previous theory and inequalities of Tchebysh e type are derived by means of general integral representation theorems Some key words Moment sets Tschebyshe inequalities extremal bell shaped distributions
منابع مشابه
Moment Sets of Bell - Shaped Distributions : Extreme Points , Extremal Decomposition
The paper deals with sets of distributions which are given by moment conditions for the distributions and convex constraints on derivatives of their c.d.fs. A general albeit simple method for the study of their extremal structure , extremal decomposition and topological or measure theoretical properties is developed. Its power is demonstrated by the application to bell-shaped distributions. Ext...
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تاریخ انتشار 2007