BRUNO CARAZZA, ALBINO CARBOGNANI, SOFIA REGINA
Università di Parma
A statistical approach to the incomplete
moments problem
The usual method to get anyway the
form of a probability distribution, when only
a limited number of its moments are
known, is to apply the maximum uncertainty
principle using Shannon's definition
of information.
This is not applicable
for any positive definite function,
which may not represents a probabilty
distribution.
In that case we propose another type
of statistical approach,
to be exemplified thinking of an
histogram on a finite interval
of which only the norm and the second
moment are known. Our proposal is to
take an average over all good candidates,
i. e. the ones with satisfy the imposed bounds,
considering all of them equally probable.
This is justified by the insufficient reason
principle and by the elementary requirement
of democracy.