Estimates for the stability of decompositions of three-point distributions

DOI10.1007/BF02465578MaRDI QIDQ1291237zbMATH OpenOpenAlexFDO

Authors J. J. Mačys

Publication date 14 June 1999

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02465578

zbMATH Keywords

decomposition of distributionsKolmogorov metricstability

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Review text

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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Cites work

• Modern Theory of Summation of Random Variables
• Stability of decomposition into components of a discontinuous distribution function in uniform metric

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(4)

• Stability of characterization of a degenerate distribution
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• An inequality for the Lévy distance between two distribution functions and its applications

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