Hausdorff moment problem: Reconstruction of probability density functions

被引：41
作者：
Mnatsakanov, Robert M. [1 ,2 ]
机构：
[1] W Virginia Univ, Dept Stat, Morgantown, WV 26506 USA
[2] NIOSH, Hlth Effects Lab Div, Morgantown, WV 26505 USA
来源：
STATISTICS & PROBABILITY LETTERS | 2008年 / 78卷 / 13期
关键词：
D O I：
10.1016/j.spl.2008.01.054
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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 L-1-rates of convergence of moment-recovered pdfs are obtained. Finally, some applications and examples are briefly discussed. (C) 2008 Elsevier B.V. All rights reserved.
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收藏
页码：1869 / 1877
页数：9
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