Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Existence and Uniquenecess of the Smoothest Density with Prescribed Moments

  • Hong, Chang-Kon (Department of Statistics, Pusan National University, Pusan 609-735) ;
  • Kim, Choong-Rak (Department of Statistics, Pusan National University, Pusan 609-735)
  • Published : 1995.06.01
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Abstract

In this paper we will prove the existence and uniqueness of the smoothest density with prescribed moments. The space of functions considered is the Sobolev space $W^2_m[0,1]$ and the target functional to be minimized is the seminorm $$\mid$$\mid$f^{(m)}$\mid$$\mid$_{L^2}$, which measures the roughness of the function f.

Keywords

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