<p>We propose a plug-in estimator for a distribution function of two independent, but heterogeneously distributed random variables, where one variable has a density and the other has only a distribution. No restrictive assumptions are imposed on the distribution function, and only mild smoothness conditions on the density are required. We show that the proposed estimator is asymptotically unbiased.</p>

错误:搜索内容不能为空,请输入英文关键词
错误:关键词超出字数限制,请精简
高级检索

Nonparametric Estimation of Distribution Functions: Two–Measurement Problem

  • Kairat Mynbaev,
  • Carlos Martins-Filho,
  • Aigul Aubakirova,
  • Altynay Shaimerdenova

摘要

We propose a plug-in estimator for a distribution function of two independent, but heterogeneously distributed random variables, where one variable has a density and the other has only a distribution. No restrictive assumptions are imposed on the distribution function, and only mild smoothness conditions on the density are required. We show that the proposed estimator is asymptotically unbiased.