A metrization of class-convergence of distributions

DOI10.1007/BF02949796MaRDI QIDQ2651384zbMATH OpenOpenAlexFDO

Authors Kinsaku Takano

Publication date 1953

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02949796

zbMATH Keywords

functional analysis

Review text

Étant donnée une fonction de répartition \(F(x)\), l'A. considère la classe \(K\) de toutes les fonctions de répartition de la forme \(F(ax+b)\). Il cherche à définir la distance de deux classes. Pour cela il introduit la convolution \[ \tilde F(x) = \int_{-\infty}^\infty F(x-y) \,d[1 - F(-y)]\text{ de }F(x)\text{ et de }1-F(-x), \] la fonction de concentration moyenne \[ \psi_F(l) = \int_{-\infty}^\infty \frac{l^2}{l^2 + x^2} \,d\tilde F(x), \quad 0<l<\infty, \] et la fonction de dispersion \[ D_F(\gamma) = \min\{l; \psi_F(l)\ge \gamma\},\quad 0 <\gamma < 1. \] Il montre que 1) \(\psi_F(+0)\) est invariant

Cites work

• scientific article; zbMATH DE number 3025555 (Why is no real title available?)
• scientific article; zbMATH DE number 3026925 (Why is no real title available?)
• On an analytical method in the theory of independent random variables
• On the convergence of classes of distributions
• Sur l'ensemble de puissances d'une loi de probabilité

Cited in

(1)

• On the many-dimensional distribution functions

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