Linear Programming Approach for Bounding Moments of an Unknown Probability Mass Function
Walter I. Rickard · A I I E Transactions · 1973
A Linear Programming approach for finding bounds on the moments of any unknown probability mass function is introduced. The tightness of these bounds is highly dependent on the information about the unknown probability mass function that can be obtained from the application being considered. An example is presented which illustrates the technique and provides some insight into its power.