Empirical sampling study of a goodness of fit statistic for density function estimation
Lewis, Peter A. W.
Liu, Li Hung
Robinson, David Walter
MetadataShow full item record
The distribution of a measure of the distance between a probability density function and its estimate is examined through empirical sampling 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 in all cases was triangular, but both uniform and Cauchy densities were tried for different sample sizes and bandwidths. The simulated distributions look as if they could be approximated by Gamma distributions, in many cases. Some assessment can also be made of the rate of convergence of the moments and the distribution of the measure to the limiting moments and distribution, respectively
NPS Report NumberNPS55LW75031
Showing items related by title, author, creator and subject.
Amy, John Victor (1992-05);Large increases in the complexity of shipboard electric loads as well as development of electric drive, integrated electric drive and pulsed power systems make manifest the present and future importance of naval electric ...
Imaging transport: optical measurements of diffusion and drift in semiconductor materials and devices Freeman, Will (Monterey California. Naval Postgraduate School, 2004-09);Knowledge of transport parameters is important to the development of new optoelectronic materials and devices, such as ultraviolet (UV) semiconductor lasers and advanced solar cells. A series of experiments was performed ...
A methodology for evaluating the relationship between measures of evaluation (MOEVs): the STF approach Kessner, Stephen Charles (Monterey, California. Naval Postgraduate School, 1991-06);This thesis shows how the subjective transfer function (STF) approach can be used to evaluate the relationship between measures of evaluation (MOEVs). This methodology, developed by The Rand Corporation, uses algebraic ...