A Unified Approach to the Moments Based Distribution Estimation - Unbounded Support
نویسندگان
چکیده
The problem of moments has been studied for more than a century. This paper discusses a practical issue related to the problem of moments namely the bounding of a distribution based on a given number of moments. The presented approach is unified in the sense that all measures of interests are provided as a quadratic expression of the same Hankel-matrix. Application examples indicate the importance of the presented approach.
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