Bounded Densities and Their Derivatives: Extension to Other Domains

被引:5
|
作者
Kozine, I. [1 ]
Krymsky, V. [2 ]
机构
[1] Tech Univ Denmark, Dept Engn Management, Riso Campus,POB 49, Roskilde, Denmark
[2] Ufa State Aviat Tech Univ, Ind Elect Dept, Ufa 450000, Russia
关键词
Bounded probability distribution; Bounded derivative; Variational calculus; Interval-valued measures; Natural extension;
D O I
10.1080/15598608.2009.10411909
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
This paper describes how one can compute interval-valued statistical measures given limited information about the underlying distribution. The particular focus is on a bounded derivative of a probability density function and its combination with other available statistical evidence for computing quantities of interest. To be able to utilise the evidence about the derivative it is suggested to adapt the 'conventional' problem statement to variational calculus and the way to do so is demonstrated. A number of examples are given throughout the paper.
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页码:25 / 38
页数:14
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