Finding distribution from few moments
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I have first 4 moments of an unknown distribution and I want to approximate that unknown distribution. Is there any method in MATLAB by which I can do this?
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Alan Weiss
le 19 Juil 2018
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You could try the method of this paper (I have never tried it, but it seems like a reasonable approach). This paper seems even more directly applicable, and has a lot of history and discussion of the issues involved. Again, I have never tried to do this myself.
Alan Weiss
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le 19 Juil 2018
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