Moment information for probability distributions, without solving the moment problem. I: Where is the mode?

Gavriliadis, PN

dc.contributor.author	Gavriliadis, PN	en
dc.date.accessioned	2014-03-01T01:28:47Z
dc.date.available	2014-03-01T01:28:47Z
dc.date.issued	2008	en
dc.identifier.issn	0361-0926	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/18974
dc.subject	Distribution functions	en
dc.subject	Mode	en
dc.subject	Moments	en
dc.subject.classification	Statistics & Probability	en
dc.subject.other	Method of moments	en
dc.subject.other	Numerical methods	en
dc.subject.other	Problem solving	en
dc.subject.other	Moment problems	en
dc.subject.other	Distribution functions	en
dc.title	Moment information for probability distributions, without solving the moment problem. I: Where is the mode?	en
heal.type	journalArticle	en
heal.identifier.primary	10.1080/03610920701499514	en
heal.identifier.secondary	http://dx.doi.org/10.1080/03610920701499514	en
heal.language	English	en
heal.publicationDate	2008	en
heal.abstract	How much information does a small number of moments carry about the unknown distribution function? Is it possible to explicitly obtain from these moments some useful information, e.g., about the support, the modality, the general shape, or the tails of a distribution, without going into a detailed numerical solution of the moment problem? In this paper a theoretical result of Johnson and Rogers is generalized to be valid for all moment problems and is exploited to demonstrate that a few moments are able to provide us with valuable information about the position of the mode of an unknown (unimodal) distribution.	en
heal.publisher	TAYLOR & FRANCIS INC	en
heal.journalName	Communications in Statistics - Theory and Methods	en
dc.identifier.doi	10.1080/03610920701499514	en
dc.identifier.isi	ISI:000252582800003	en
dc.identifier.volume	37	en
dc.identifier.issue	5	en
dc.identifier.spage	671	en
dc.identifier.epage	681	en