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Polynomial probability distribution estimation using the method of moments

We suggest a procedure for estimating Nth degree polynomial approximations to unknown (or known) probability density functions (PDFs) based on N statistical moments from each distribution. The procedure is based on the method of moments and is setup algorithmically to aid applicability and to ensure...

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Detalles Bibliográficos
Autores principales: Munkhammar, Joakim, Mattsson, Lars, Rydén, Jesper
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2017
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5386244/
https://www.ncbi.nlm.nih.gov/pubmed/28394949
http://dx.doi.org/10.1371/journal.pone.0174573