Estimation of density functions by order statistics (Q1091698)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimation of density functions by order statistics |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of density functions by order statistics |
scientific article |
Statements
Estimation of density functions by order statistics (English)
0 references
1987
0 references
The properties of the empirical density function, \[ f_ n(x)=k/n(\xi^+_ j-\xi^+_{j-1}),\;if\;\xi^+_{j-1}<x\leq \xi^+_ j, \] where \(\xi^+_{j-1}\) and \(\xi^+_ j\) are sample elements and there are exactly k-1 sample elements between them, are studied in that practical point of view how to choose a suitable k 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.
0 references
empirical density functions
0 references
order statistics
0 references
density estimation
0 references
