Moments determine the tail of a distribution (but not much else)

Citation
Bg. Lindsay et P. Basak, Moments determine the tail of a distribution (but not much else), AM STATISTN, 54(4), 2000, pp. 248-251
Citations number
4
Categorie Soggetti
Mathematics
Journal title
AMERICAN STATISTICIAN
ISSN journal
00031305 → ACNP
Volume
54
Issue
4
Year of publication
2000
Pages
248 - 251
Database
ISI
SICI code
0003-1305(200011)54:4<248:MDTTOA>2.0.ZU;2-M
Abstract
How much information does a finite collection of moments carry about the un derlying distribution? We revive an old bound, give a new, simple formula f or its calculation, and demonstrate that although very little can be said a bout the central part of the distribution, the tail is much more sharply de fined.