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The range of the (n + 1)th moment for distributions on [0, 1]

Published online by Cambridge University Press:  14 July 2016

Morris Skibinsky*
Affiliation:
Brookhaven National Laboratory, Long Island, N. Y.

Extract

Let p denote the class of all probability measures defined on the Borel subsets of the unit interval I = [0, 1]. For each positive integer n, take Mn is convex, closed, bounded, and n-dimensional; the convex hull of the space curve {(t,t2, …, tn): 0 ≦ t ≦ 1}; e.g., see Theorems 7.2, 7.3 of [1]. At each point (c1, C2, …, cn) of Mn, define Note that v, v+ depend only on C1, C2, …, Cn− 1; Vm only on cn; We shall as notational convenience dictates and as will be apparent from the context regard v±n as functions on Mn− 1 or on higher order moment spaces and also regard Vn as a function on moment spaces of order higher than n.

Type
Research Papers
Copyright
Copyright © Applied Probability Trust 

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References

[1] Karlin, S. and Shapley, L. S. (1953) Geometry of moment spaces. Mem. Amer. Math. Soc., Number 12.CrossRefGoogle Scholar
[2] Karlin, S. and Studden, W. J. (1966) Tchebycheff Systems: With Applications in Analysis and Statistics. Interscience Publishers, New York.Google Scholar