Identifying the closest symmetric distribution or density function (Q1099525)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Identifying the closest symmetric distribution or density function |
scientific article |
Statements
Identifying the closest symmetric distribution or density function (English)
0 references
1987
0 references
This paper addresses the problem of estimating the ``closest'' symmetric distribution or density function to the underlying distribution or density of a data sample, where closeness is measured by any of several (weighted) norms. The main results of the paper say that the ``closest'' symmetric distribution to the empirical distribution \(F_ n\) in various norms is of the form \[ \{F_ n(x)+1-F_ n((2\theta_ n-x)-)\}/2 \] for a suitable estimator \(\theta_ n\) of the ``best location of symmetry''. In the special cases of unweighted sup-norm and integrated square error norm, the explicit forms of the estimators \(\theta_ n\) are given. Analogous results are presented for closest symmetric densities.
0 references
weighted sup norm
0 references
weighted \(L_ p\) norm
0 references
Hellinger distance
0 references
symmetrical bootstrap
0 references
minimum distance
0 references
closest distributions
0 references
symmetric distribution
0 references
closeness
0 references
empirical distribution
0 references
best location of symmetry
0 references
unweighted sup-norm
0 references
integrated square error norm
0 references
closest symmetric densities
0 references