2 May 2012 Constructing and estimating probability distributions from moments
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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.
© (2012) COPYRIGHT Society of Photo-Optical Instrumentation Engineers (SPIE). Downloading of the abstract is permitted for personal use only.
J. Tekel, J. Tekel, L. Cohen, L. Cohen, } "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


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