Upper and lower bounds for the reliability measure of a discrete distribution conditionally on the first three moments

Abstract

We give sharp bounds for the reliability measure of a discrete r.v. defined on 0, ..., n, conditionally on the knowledge of the first three moments of the r.v. The present work is as an extension of the results given in [Di Cecco, Stat. Prob. Lett., 81(2011), 411-416].

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