| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1154644 | Statistics & Probability Letters | 2008 | 9 Pages |
Abstract
The problem of recovering a moment-determinate probability density function (pdf) from its moments is studied. The proposed construction provides a method for recovery of different pdfs via simple transformations of the moment sequences. Uniform and L1L1-rates of convergence of moment-recovered pdfs are obtained. Finally, some applications and examples are briefly discussed.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Robert M. Mnatsakanov,