Article ID: | iaor1992380 |
Country: | United Kingdom |
Volume: | 18 |
Start Page Number: | 477 |
End Page Number: | 485 |
Publication Date: | Sep 1991 |
Journal: | Computers and Operations Research |
Authors: | Chung Kun-Jen, Sobel Matthew J. |
Keywords: | programming: linear |
Linear programming formulations are presented for the truncated moment problem with a finite support set. The truncated moment problem can be constructed as a procedure to estimate an unknown distribution function whose set of moments is partially known. There is a description of a simulation experiment to test the effectiveness of various estimators and some related heuristics. The results are presented and discussed.