Finding distribution from few moments

I have first 4 moments of an unknown distribution and I want to approximate that unknown distribution. Is there any method in MATLAB by which I can do this?

Answer 1

[Alan Weiss]

You could try the method of this paper (I have never tried it, but it seems like a reasonable approach). This paper seems even more directly applicable, and has a lot of history and discussion of the issues involved. Again, I have never tried to do this myself.

Alan Weiss

MATLAB mathematical toolbox documentation