A dynamic view to moment matching of truncated distributions

Benoit Liquet, Yoni Nazarathy

Research output: Contribution to journalArticlepeer-review

6 Citations (Scopus)


We derive an ordinary differential equation (ODE) for solving moment matching problems of truncated univariate distributions. Our method produces a trajectory that solves a family of moment matching problems for different truncation values all with the same target moments.

Original languageEnglish
Pages (from-to)87-93
Number of pages7
JournalStatistics and Probability Letters
Publication statusPublished - Sept 2015
Externally publishedYes


  • Location-scale families
  • Moment matching
  • Normal distribution
  • Truncated distributions


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