Moment problems on random rounding rules subject to two moment conditions

Abstract

Sharp upper and lower bounds are presented for the expectation of a randomly rounded nonnegative random variables satisfying a support constraint and two moment conditions. The rounding rule ascribes either the floor or the ceiling to a number due to a given two-point distribution. © 1998 Elsevier Science Ltd. All rights reserved.

Publication Title

Computers and Mathematics with Applications

Share

COinS