Comments on uniqueness of statistics derived from moments of random variables

Electrical engineers and physicists are often confronted with the problem of finding a probability density of a random variable (e.g., a noisy signal) from its moments. Some sources of apparent confusion in deciding whether the distribution is uniquely determined are discussed.

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Bibliographic Details
Published inProceedings of the IEEE Vol. 64; no. 3; pp. 371 - 372
Main Author de Wolf, D.A.
Format Journal Article
LanguageEnglish
Published IEEE 1976
Subjects
Eigenvalues and eigenfunctions
Optimal control
Physics
Power system control
Power system modeling
Power systems
Probability
Random variables
Refractive index
Statistics
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Summary:Electrical engineers and physicists are often confronted with the problem of finding a probability density of a random variable (e.g., a noisy signal) from its moments. Some sources of apparent confusion in deciding whether the distribution is uniquely determined are discussed.
ISSN:0018-9219
1558-2256
DOI:10.1109/PROC.1976.10124