Inequalities

Determine bounds on a distribution given the first few moments in matlab

The following Matlab project contains the source code and Matlab examples used for determine bounds on a distribution given the first few moments . usage: [x,y]=cmsbounds(m) Given a sequence M of the first 2*n raw moments of a distribution, CMSBOUNDS calculates arrays X and Y of length n and n+1 respectively such that Y(i) <= F(X(i)) <= Y(i+1) for any distribution F with the given moments M (Chebyshev-Markov-Stieltjes inequalities).
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