A Comparison of the Moment and Factorial Moment Bounds for Discrete Random Variables

被引：0
|
作者：
From, Steven G. [1 ]
机构：
[1] Univ Nebraska, Dept Math, Omaha, NE 68182 USA
来源：
AMERICAN STATISTICIAN | 2012年 / 66卷 / 04期
关键词：
Divided differences; Interpolation error; Moment; generating function; Polynomial interpolation; Survivor/tail probability;
D O I：
10.1080/00031305.2012.734769
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this note, we establish the superiority of the factorial moment bound over the moment bound for nonnegative integer-valued discrete random variables. This solves a problem given earlier. We use some results from approximation theory/numerical analysis to compare the bounds.
引用
下载
收藏
页码：214 / 216
页数：3
相关论文
共 50 条
12345