- #1

Steve Zissou

- 57

- 1

- TL;DR Summary
- I hope to clarify my question soon, but I'd like to know how we can relate the moments of one sort of distribution to the moments of another.

Ok, I'm sure I can find a smarter way to pose this question, and I will try to define the question more carefully in coming days. That having been said, consider this:

Let's say we have a random variable X (or whatever). I can calculate the moments of this variable with no problem. In fact let's say X is normal. But I would like to characterize the distribution by a different distribution. In other words it is useful to model X by describing it with a different distribution. How can I relate the moments of X (that I know) to the moments of a new, different distribution?

Does this question make sense?

Thanks, friends

Let's say we have a random variable X (or whatever). I can calculate the moments of this variable with no problem. In fact let's say X is normal. But I would like to characterize the distribution by a different distribution. In other words it is useful to model X by describing it with a different distribution. How can I relate the moments of X (that I know) to the moments of a new, different distribution?

Does this question make sense?

Thanks, friends