Functional estimation : Estimation of the distribution function

Estimation of the distribution function
Functional estimation

Author : Denis BOSQ

Publication date: October 10, 2009 | Lire en français

Add to my library

3. Estimation of the distribution function

The theoretical distribution function F (Example 2) is associated with the empirical distribution function :

F_{n} (x) = μ_{n} (] - \infty, x]), x \in ℝ

To explain this, we use the notation :

\begin{matrix} 1_{B} (u) = 1, \end{matrix}

You do not have access to this resource.

Exclusive to subscribers. 97% yet to be discovered!

You do not have access to this resource. Click here to request your free trial access!

Already subscribed? Log in!

Ongoing reading
Estimation of the distribution function

(1) - BERLINET (A.), DEVROYE (L) - A comparison of kernel density estimates - Publ. Inst. Statist. Univ. Paris, 38 (3), p. 3-59 (1994).
(2) - BLANKE (D.), PUMO (B.) - Optimal sampling for density estimation in continuous...

You do not have access to this resource.

Exclusive to subscribers. 97% yet to be discovered!

You do not have access to this resource. Click here to request your free trial access!

Already subscribed? Log in!

Article included in this offer

Updated and enriched with articles validated by our scientific committees

Services

A set of exclusive tools to complement the resources