Abstract
The moment problem of finding the maximum and minimum expected values of the averages of nonnegative random variables over various sets of observations subject to one simple moment condition is encountered. The solution is given by means of geometric moment theory (see [3]).
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References
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S.T. Rachev, Probability metrics and the stability of stochastic models, John Wiley & Sons, New York, 1991.
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© 1997 Springer Science+Business Media Dordrecht
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Anastassiou, G.A. (1997). Optimal Bounds on the Average of a Rounded off Observation in the Presence of a Single Moment Condition. In: Beneš, V., Štěpán, J. (eds) Distributions with given Marginals and Moment Problems. Springer, Dordrecht. https://doi.org/10.1007/978-94-011-5532-8_1
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DOI: https://doi.org/10.1007/978-94-011-5532-8_1
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