- #1

- 525

- 16

## Main Question or Discussion Point

This is hopefully a simple question...

Given the first n moments or central moments or cumulants (I don't care which) of a probability distribution, is there a standard procedure for estimating its functional form?

For example, I know that given the mean and variance of a distribution, it's fairly standard to assume that it's Gaussian. Is there a more general method?

Given the first n moments or central moments or cumulants (I don't care which) of a probability distribution, is there a standard procedure for estimating its functional form?

For example, I know that given the mean and variance of a distribution, it's fairly standard to assume that it's Gaussian. Is there a more general method?