We present two methods to obtain a probability distribution from its moments. In the first method
one chooses a set of orthogonal polynomials with corresponding weighting function. In the second
method one chooses a starting distribution and uses that to construct orthogonal polynomials. We
give a number of examples.
"Constructing and estimating probability distributions from moments", Proc. SPIE 8391, Automatic Target Recognition XXII, 83910E (2 May 2012); doi: 10.1117/12.919443; https://doi.org/10.1117/12.919443