Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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An Upper Bound on the Index of the Smoothest Density With Given Moments

  • Changkon Hong (Assistant Professor, Department of Statistics, Pusan National University, Pusan 609-735, Korea)
  • Published : 1996.08.01
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Abstract

For finite discrete distributions with prescribed moments, there is a well-known upper bound on the index of the support. In this paper, we are interested in the smoothest density with prescribed moments among the class of smooth functions. We define an index of continuous distribution through the support and derive an upper bound on the index of the smoothest density. Some examples are given, some of which achieve the upper bound.

Keywords

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