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Moment problem
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{{Use American English|date = March 2019}} {{Short description|Trying to map moments to a measure that generates them}} [[File:Standard_deviation_diagram.svg|thumb|Example: Given the mean and variance <math>\sigma^2</math> (as well as all further [[cumulant]]s equal 0) the [[normal distribution]] is the distribution solving the moment problem.]] In [[mathematics]], a '''moment problem''' arises as the result of trying to invert the mapping that takes a [[measure (mathematics)|measure]] <math>\mu</math> to the sequence of [[Moment (mathematics)|moment]]s :<math>m_n = \int_{-\infty}^\infty x^n \,d\mu(x)\,.</math> More generally, one may consider :<math>m_n = \int_{-\infty}^\infty M_n(x) \,d\mu(x)\,.</math> for an arbitrary sequence of functions <math>M_n</math>.
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