Discrete probability distributions and moment problem: numerical aspects

Discrete probability distributions with finite range, generated by maximum entropy technique and constrained by first moments have been considered. Nu merical aspects, as stability of parameter's computation, entropy variation , spectral properties of involved Hankel's matrices have been studied. The ill-conditioning of Hankel's matrices suggests minimization methods like Ne wton's should be unreliable as a high number of moments are kept, while met hods relying upon relative error estimate between assigned and calculated m oments should be possible candidates. (C) 2001 Elsevier Science Inc. All ri ghts reserved.