Please use this identifier to cite or link to this item:
https://er.nau.edu.ua/handle/NAU/32565
Title: | Asymptotic normality of improved weighted empirical distribution functions |
Authors: | Кубайчук, Оксана Олексіївна Майборода, Р.Є |
Keywords: | Weighted empirical distribution functions |
Issue Date: | 2004 |
Publisher: | Theory Probab. Math. Stat |
Citation: | Kubaychuk O., Majboroda R. Asymptotic normality of improved weighted empirical distribution functions// Theory Probab. Math. Stat. – 2004. № 69, Р. 95–102. |
Abstract: | Weighted empirical distribution functions are often used to estimate the distributions of components in a mixture. However, weighted empirical distribution functions do not possess some properties of probability distribution functions in the case of negative weight coefficients. We consider a method allowing one to improve weighted empirical distribution functions and obtain an estimator that is a distribution function. We prove that this estimator is asymptotically normal. The limit distribution of the improved weighted empirical distribution function coincides with that of the initial estimator. |
URI: | http://er.nau.edu.ua/handle/NAU/32565 |
Appears in Collections: | Наукові роботи співробітників кафедри прикладної математики |
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1_2004.pdf | 155.18 kB | Adobe PDF | View/Open |
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