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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Published in | Proceedings of the IEEE Vol. 64; no. 3; pp. 371 - 372 |
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Main Author | |
Format | Journal Article |
Language | English |
Published |
IEEE
1976
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Subjects | |
Online Access | Get full text |
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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. |
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ISSN: | 0018-9219 1558-2256 |
DOI: | 10.1109/PROC.1976.10124 |