Stability of characterization of a degenerate distribution

DOI10.1007/BF00972024MaRDI QIDQ1097599zbMATH OpenOpenAlexFDO

Authors J. J. Mačys

Publication date 1987

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

Full work available at URL https://doi.org/10.1007/bf00972024

zbMATH Keywords

degenerate distributionsLévy distancestability of characterization

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10)

Review text

It is evident that if \(F=F^ 2\) and \(F\) is a distribution function, then \(F\) is degenerate. Now let the Lévy distance between the distribution functions \(F\) and \(F^ 2\) not exceed \(\varepsilon\). Then the distance between F and the class of all degenerate distributions does not exceed \(c\varepsilon\ln 1/\varepsilon\), where \(c\) is some absolute constant. The order of this estimate cannot be improved.

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• Stability of decomposition into components of a discontinuous distribution function in uniform metric
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• Characterization of a law which degenerate to zero

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