Timeline for Bounding a distribution using moments
Current License: CC BY-SA 3.0
2 events
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| Jun 14, 2016 at 7:28 | comment | added | Brad Rodgers | If the moments of $X$ are close to that of another random variable $Y$, it may be possible to show that the distribution of $X$ is also close to $Y$ by taking apart the proof of the Carleman/moment continuity theorem (see e.g. Theorem 4 in the notes terrytao.wordpress.com/2010/01/05/…). What are some examples of $f$ and $g$ for which you'd like to draw conclusions? | |
| Jun 13, 2016 at 19:00 | history | asked | Angel | CC BY-SA 3.0 |