  Various methods have been proposed to approximate a solution to the truncated
Hausdorff moment problem. In this paper, we establish a method of comparison
for the performance of the approximations. Three ways of producing random
moment sequences are discussed and applied. Also, some of the approximations
have been rewritten as linear transforms, and detailed accuracy requirements
are analyzed. Our finding shows that the performance of the approximations
differs significantly in their convergence properties, accuracy, and numerical
complexity and that the decay type of the moment sequence strongly affects the
accuracy requirement.
