Hausdorff moment problem: reconstruction of probability density functions.
Stat Probab Lett 2008 Sep; 78(13):1867-1877
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.
Information-processing; Molecular-biology; Molecular-structure; Mathematical-models; Statistical-analysis; Laboratory-techniques; Dentistry
Robert M. Mnatsakanov, Department of Statistics, West Virginia University, P.O. Box 6330, Morgantown, WV 26506
Statistics & Probability Letters