Abstract
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. Extreme points of their moment sets are characterized completely (thus filling a gap in the previous theory) and inequalities of Tchebysheff type are derived by means of general integral representation theorems. Some key words: Moment sets, Tschebysheff inequalities, extremal bell-shaped distributions
Item Type: | Paper |
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Faculties: | Mathematics, Computer Science and Statistics > Statistics > Collaborative Research Center 386 Special Research Fields > Special Research Field 386 |
Subjects: | 500 Science > 510 Mathematics |
URN: | urn:nbn:de:bvb:19-epub-1510-9 |
Language: | English |
Item ID: | 1510 |
Date Deposited: | 04. Apr 2007 |
Last Modified: | 04. Nov 2020, 12:45 |