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The Complete Solution of a Rounding Problem Under Two Moment Conditions

In: Distributions with given Marginals and Moment Problems

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  • Tomasz Rychlik

    (Polish Academy of Sciences, Institute of Mathematics)

Abstract

We complete a partially known solution of the problem of determining the extreme expectations of arbitrarily rounded nonnegative (possibly bounded) random variables with given two moments: the expectation and another moment of a positive order.

Suggested Citation

  • Tomasz Rychlik, 1997. "The Complete Solution of a Rounding Problem Under Two Moment Conditions," Springer Books, in: Viktor Beneš & Josef Štěpán (ed.), Distributions with given Marginals and Moment Problems, pages 15-20, Springer.
    • Handle: RePEc:spr:sprchp:978-94-011-5532-8_2
    DOI: 10.1007/978-94-011-5532-8_2
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