Hausdorff moment problem via fractional moments (Q1398653)
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Hausdorff moment problem via fractional moments (English)
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7 August 2003
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The authors outline an efficient method for the reconstruction of a probability density function from the knowledge of its infinite sequence of ordinary moments. The approximate density is obtained by an appeal to the maximum entropy technique, under the constraint of some fractional moments. Fractional moments are obtained explicitly in terms of the infinite sequence of given ordinary moments. Some examples are given comparing fractional and ordinary moments by choosing some probability densities on \([0,1]\).
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Hausdorff moment problem
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entropy
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fractional moments
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Hankel matrix
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maximum entropy
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0.9950089
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0.9632985
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0.9210298
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0.9202859
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0.91538537
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0.9079883
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