Moments Determine the Tail of a Distribution (But Not Much Else) |
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| Authors: | Bruce G Lindsay Prasanta Basak Associate Professor of Mathematics |
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| Institution: | Pennsylvania State University , University Park , PA , 16801 |
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| Abstract: | 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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| Keywords: | Distribution bounds Moments |
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