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The statistical distribution of the experimentally obtained higher-order moments of optical scintillation probability density is studied. It is shown that this distribution is strongly dependent on the size of the data sample. At reasonable sample sizes the correct estimation of the theoretical value is improbable. At practically available sample sizes the region of the most probable values of the estimated higher-order moment is almost independent of the scintillation probability density function (PDF). The distinction between the candidate PDFs is almost impossible at reasonable sample sizes.

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