Constructing and estimating probability distributions from moments

J. Tekel; L. Cohen

doi:10.1117/12.919443

2 May 2012 Constructing and estimating probability distributions from moments

J. Tekel, L. Cohen

Proceedings Volume 8391, Automatic Target Recognition XXII; 83910E (2012) https://doi.org/10.1117/12.919443
Event: SPIE Defense, Security, and Sensing, 2012, Baltimore, Maryland, United States

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.

Citation Download Citation

J. Tekel and L. Cohen "Constructing and estimating probability distributions from moments", Proc. SPIE 8391, Automatic Target Recognition XXII, 83910E (2 May 2012); https://doi.org/10.1117/12.919443

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