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Hausdorff moment problem and fractional moments
Applied Mathematics and Computation, 2010In probabilistic terms, the Hausdorff moment problem means to recover an unknown probability density function \(f\in L^2[0,1]\) from the knowledge of its associated sequence \(\{\mu_j\}^M_{j=0}\) of integer moments, that is, \(\mu_j=\int_0^1x^jf(x),j\geq0,\mu_0=1\). The authors propose a solution to the Hausdorff moment problem using fractional moments,
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