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Hausdorff moment problem: reconstruction of probability density functions.

Authors
Mnatsakanov-RM
Source
Stat Probab Lett 2008 Sep; 78(13):1867-1877
NIOSHTIC No.
20034490
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 L1-rates of convergence of moment-recovered pdfs are obtained. Finally, some applications and examples are briefly discussed.
Keywords
Information-processing; Molecular-biology; Molecular-structure; Mathematical-models; Statistical-analysis; Laboratory-techniques; Dentistry
Contact
Robert M. Mnatsakanov, Department of Statistics, West Virginia University, P.O. Box 6330, Morgantown, WV 26506
CODEN
SPLTDC
Publication Date
20080915
Document Type
Journal Article
Email Address
rmnatsak@stat.wvu.edu
Fiscal Year
2008
NTIS Accession No.
NTIS Price
Issue of Publication
13
ISSN
0167-7152
NIOSH Division
HELD
Source Name
Statistics & Probability Letters
State
WV
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