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, 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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