Stieltjes moment problem via fractional moments (Articolo in rivista)

Type
Label
  • Stieltjes moment problem via fractional moments (Articolo in rivista) (literal)
Anno
  • 2005-01-01T00:00:00+01:00 (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#doi
  • 10.1016/j.amc.2004.06.060 (literal)
Alternative label
  • Pierluigi Novi Inverardi (1); Alberto Petri (2); Giorgio Pontuale (2), Aldo Tagliani (1) (2005)
    Stieltjes moment problem via fractional moments
    in Applied mathematics and computation
    (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#autori
  • Pierluigi Novi Inverardi (1); Alberto Petri (2); Giorgio Pontuale (2), Aldo Tagliani (1) (literal)
Pagina inizio
  • 664 (literal)
Pagina fine
  • 677 (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#url
  • http://www.sciencedirect.com/science/article/pii/S0096300304004655 (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#numeroVolume
  • 166 (literal)
Rivista
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#note
  • fasc. (3). Elsevier. (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#numeroFascicolo
  • 3 (literal)
Note
  • ISI Web of Science (WOS) (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#affiliazioni
  • (1) Faculty of Economics, Trento University, Trento 38100, Italy; (2) CNR, Istituto di Sistemi Complessi, Roma 00133, Italy (literal)
Titolo
  • Stieltjes moment problem via fractional moments (literal)
Abstract
  • Stieltjes moment problem is considered to recover a probability density function from the knowledge of its infinite sequence of ordinary moments. The approximate density is obtained through maximum entropy technique, under the constraint of few fractional moments. The latter are numerically obtained from the infinite sequence of ordinary moments and are chosen in such a way as to convey the maximum information content carried by the ordinary moments. As a consequence a model with few parameters is obtained and intrinsic numerical instability is avoided. It is proved that the approximate density is useful for calculating expected values and some other interesting probabilistic quantities. (literal)
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