Estimation of density functions by order statistics |
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Authors: | B Barabás |
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Institution: | (1) Budapesti Mszaki Egyetem Építmérnöki Kar, Matematikai Tanszék, H-1521 Budapest, Hungary |
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Abstract: | The properties of the empirical density function,f
n(x) = k/n(
j
+
–
j-1
+
) if
j-1
+
< x + where
j-1
+
and
j
+
are sample elements and there are exactlyk – 1 sample elements between them, are studied in that practical point of view how to choose a suitablek for a good estimation. A bound is given for the expected value of the absolute value of difference between the empirical and theoretical density functions. |
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Keywords: | Primary 62G05 Secondary 62G30 |
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