Estimates for the stability of decompositions of three-point distributions (Q1291237)
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English | Estimates for the stability of decompositions of three-point distributions |
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Estimates for the stability of decompositions of three-point distributions (English)
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14 June 1999
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Let \(\rho(F,G)= \sup_x| F(x)- G(x)|\) denote the uniform (Kolmogorov) distance of two distribution functions \(F\) and \(G\). The main result of this paper seems to be following: For any sequence of convolutions \(F_n= F_{n1}* F_{n2}\) and any discontinuous distribution function \(G\) satisfying \(\rho (F_n,G)\to 0\) as \(n\to \infty\) the relation \[ \inf_{G_{n1} *G_{n2}=G} \max_{j=1, 2} \rho(F_{nj},G_{nj}) \to 0\quad\text{as }n\to \infty \] holds.
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decomposition of distributions
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stability
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Kolmogorov metric
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