Recovery of functions from transformed moments: A unified approach
Robert M. Mnatsakanov · Communication in Statistics- Theory and Methods · 2016
Two approximations recovering the functions from their transformed moments are proposed. The upper bounds for the uniform rate of convergence are derived. In addition, the comparisons of the estimates of the cumulative distribution function and its density function with the empirical distribution and the kernel density estimates are conducted via a simulation study. The plots of recovered functions are presented for several examples as well.