On recovering the relative distribution, Part 1: The moment-recovered approach

被引：0

作者：

Mnatsakanov, Robert M. ^{[1
]}

Pommeret, Denys ^{[2
]}

机构：

[1] West Virginia Univ, Sch Math & Data Sci, POB 6310, Morgantown, WV 26506 USA

[2] Aix Marseille Univ, Ecole Cent, CNRS, I2M, Campus Luminy, F-13288 Marseille 9, France

来源：

STATISTICS & PROBABILITY LETTERS | 2024年 / 208卷

关键词：

Composition of two distributions; Relative distribution; Moment-recovered approximation; NONPARAMETRIC-ESTIMATION; DENSITY-ESTIMATION; PROBABILITY; RECONSTRUCTION; APPROXIMATIONS; DECONVOLUTION; QUANTILE;

D O I：

10.1016/j.spl.2024.110035

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The problems of approximating and estimating the relative distribution of two distributions as well as corresponding density function based on information given by the sequence of so-called transformed (frequency) moments or the scaled values of Laplace transform of the target model are studied. The asymptotic properties of empirical counterparts of proposed constructions are studied and their performances are demonstrated by means of graphs and tables.

引用

页数：9

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