Abstract:
An algorithm for solving the Chebyshev–Markov moment problem is given that permits one to refine the Chebyshev-like inequalities. It is important in practical applications to be able to analyze the sensitivity of the exact upper and lower estimates to errors in the given moments. An algorithm for obtaining exact estimates is modified to allow one to calculate the derivatives of the estimates with respect to each moment.
Key words:extended Chebyshev's inequality, algorithm for solving the Chebyshev–Markov moment problem.