In article <98nshl$kkc$[EMAIL PROTECTED]>,
Tomas =?iso-8859-1?Q?L=E5gland?= <[EMAIL PROTECTED]> wrote:
>My problem is to generate a univariate discrete distribution
>having specified first four moments.
There are infinitely many such distributions, and the
extreme solutions are all discrete. For example, suppose
we are given the moments 0, 1, 0, 3, the first four moments
of a normal distribution with mean 0 and variance 1. Then
all that can be said about P(X <= 0) is that it is between
1/6 and 5/6, 1/6 not inclusive. The one putting the most
mass at 0 put mass 2/3 there, and 1/6 at each of +- sqrt(3).
Specifying a distribution is not easy.
--
This address is for information only. I do not claim that these views
are those of the Statistics Department or of Purdue University.
Herman Rubin, Dept. of Statistics, Purdue Univ., West Lafayette IN47907-1399
[EMAIL PROTECTED] Phone: (765)494-6054 FAX: (765)494-0558
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