An estimate of stability of the reconstruction of the normal multiplicative type (Q1585963)

For a distribution function \(F(x)\) the multiplicative type of \(F(x)\) is defined as the class of all distribution functions of the form \(F(x/b)\), \(b>0\). For instance, the multiplicative type of the standard normal distribution has the form \((1/\sqrt{2\pi}b) \exp(-x^2/2b^2)\). The present paper provides an estimate of the stability for the normal distribution multiplicative type, and shows that, under some appropriate conditions, the (upper bound) estimate has the order \(\varepsilon^{1/3} (c_1\log(1/ \varepsilon) + c_2)\), with \(c_1,c_2\) real (absolute) constants.