Title :
Comments on uniqueness of statistics derived from moments of random variables
Author :
de Wolf, David A.
Author_Institution :
RCA Laboratories, Princeton, N. J.
fDate :
3/1/1976 12:00:00 AM
Abstract :
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.
Keywords :
Eigenvalues and eigenfunctions; Optimal control; Physics; Power system control; Power system modeling; Power systems; Probability; Random variables; Refractive index; Statistics;
Journal_Title :
Proceedings of the IEEE
DOI :
10.1109/PROC.1976.10124
