Moments Determine the Tail of a Distribution (But Not Much Else)

Bruce G. Lindsay, Prasanta Basak

Research output: Contribution to journalArticle

29 Scopus citations

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.

Original languageEnglish (US)
Pages (from-to)248-251
Number of pages4
JournalAmerican Statistician
Volume54
Issue number4
DOIs
StatePublished - Nov 2000

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Mathematics(all)
  • Statistics, Probability and Uncertainty

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