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It is known in classical probability that if two random variables $X$ and $Y$ obeys $$\mathbb{E} X^k = \mathbb{E}Y^k, \ \forall \ k \geq 1$$ with additional condition that $\mathbb{E}X^k$ does not ...

Suppose we want to approximate a real-valued random variable $X$ by a discrete random variable $Z$ with finitely many atoms. Suppose all moments of $X$ is finite. We want to match the moments of $X$ ...