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This question is closely related to a previous question that I asked here: An inequality involving the beta distribution Let $a,b$ be strictly positive integers, and let $F_{a,b}(x)$ denote the CDF ...

For $n\in \mathbb{N}$ let $B_n$ be the linear operator taking a function $f$ on the unit interval $I=[0,1]$ to its $n$-th Bernstein polynomial $B_nf$, $$ B_nf(x):=\sum_{k=0}^n\binom{n}{k} f\Big(\...

Suppose we want to approximate a real-valued random variable $X$ by a discrete random variable $Z$ with finitely many atoms. Suppose all moments of $X$ is finite. We want to match the moments of $X$ ...