Empirical sampling investigation of a global measure of fit of probability density functions.
Loading...
Authors
Liu, Li Hung
Subjects
Advisors
Lewis, Peter A.W.
Date of Issue
1974-03
Date
March 1974
Publisher
Monterey, California. Naval Postgraduate School
Language
en_US
Abstract
The distribution of a measure of distance between a probability
density function and its estimate is examined through Monte Carlo
methods. The estimate of the density function is that proposed by
Rosenblatt using sums of weight functions centered at the observed
values of the random variables. The weight function used in all
cases was triangular, but both uniform and Cauchy densities were
tried for different sample sizes and bandwidths. The simulated distributions
appear in all cases to be close to Gamma distributions,
but it has not been possible to relate the parameters to the population
characteristics or to the window shape and bandwidth.
Type
Thesis
Description
Series/Report No
Department
Operations Research
Organization
Naval Postgraduate School (U.S.)
Identifiers
NPS Report Number
Sponsors
Funder
Format
Citation
Distribution Statement
Approved for public release; distribution is unlimited.
Rights
This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.