Upper and lower bounds for the reliability measure of a discrete distribution conditionally on the first three moments

2012/01/30 by Davide Di Cecco, Di Cecco, Davide
Engineering · Mathematics · #Reliability and Maintenance Optimization #Statistical Distribution Estimation and Applications #math.ST #stat.TH

paper · pdf · doi:10.48550/arxiv.1201.6387

11 pages, 5 figures

arxiv created 2012/01/30 · arxiv updated 2012/02/01

Abstract

We give sharp bounds for the reliability measure of a discrete r.v. defined on 0, ..., n, conditionally on the knowledge of the first three moments of the r.v. The present work is as an extension of the results given in [Di Cecco, Stat. Prob. Lett., 81(2011), 411-416].

Citations

• Sharp Bounds on Probabilities Using Linear Programming

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