Wrapped distributions and measurement errors

DOI10.1007/BF01915216MaRDI QIDQ799045zbMATH OpenOpenAlexFDO

Authors Wolfgang Stadje

Publication date 1984

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/175970

zbMATH Keywords

directional datameasurement errorsnormal distributionunimodalitywrapped distributions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) Exact distribution theory in statistics (62E15)

Review text

Let X be an arbitrary random variable and \(\alpha >0\). For \(x\in R\) one defines \(n_{\alpha}(x):=n\in Z\) iff \(x\in (n\alpha -\alpha /2\), \(n\alpha +\alpha /2)\). The distribution of the deviation \(U_{\alpha}:=n_{\alpha}(X)\alpha -X\) is derived. General criteria for the unimodality of the distribution of \(U_{\alpha}\) are given. The correlation of the measurement errors X-E(X) and \(U_{\alpha}(X)\) is calculated and it occurs to be small. The case of the normal distribution is studied in detail.

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(2)

• Estimation problems for samples with measurement errors
• On the modular value and fractional part of a random variable

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