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Moments Determine the Tail of a Distribution (But Not Much Else)
How much information does a finite collection of moments carry about the underlying distribution? We revive an old bound, give a new, simple formula for its calculation, and demonstrate that although very little can be said about the central part of the distribution, the tail is much more sharply defined.doi:10.2307/2685775 fatcat:56xhx22fmjdxto3ieru5rgvtje