2 May 2012 Constructing and estimating probability distributions from moments
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Abstract
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.
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J. Tekel, 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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