TY - JOUR
T1 - A dynamic view to moment matching of truncated distributions
AU - Liquet, Benoit
AU - Nazarathy, Yoni
PY - 2015/9
Y1 - 2015/9
N2 - 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.
AB - 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.
KW - Location-scale families
KW - Moment matching
KW - Normal distribution
KW - Truncated distributions
UR - http://www.scopus.com/inward/record.url?scp=84934881002&partnerID=8YFLogxK
UR - http://purl.org/au-research/grants/arc/DP130100156
UR - http://purl.org/au-research/grants/arc/DE130100291
U2 - 10.1016/j.spl.2015.05.006
DO - 10.1016/j.spl.2015.05.006
M3 - Article
SN - 0167-7152
VL - 104
SP - 87
EP - 93
JO - Statistics and Probability Letters
JF - Statistics and Probability Letters
ER -