Article ID Journal Published Year Pages File Type
1151852 Statistics & Probability Letters 2015 7 Pages PDF
Abstract

We derive an ordinary differential equation (ODE) for solving moment matching problems of truncated univariate distributions. Our method produces a trajectory that solves a family of moment matching problems for different truncation values all with the same target moments.

Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
A dynamic view to moment matching of truncated distributions
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