Deconvolution by Simulation

Deconvolution by Simulation

Given samples (x₁,...,$x_{m}$) and (z₁,...,$z_{n}$) which we believe are independent realizations of random variables X and Z respectively, where we further believe that Z = X + Y with Y independent of X, the problem is to estimate the distribution of Y. We present a new method for doing this, invol...

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Veröffentlicht in:Lecture notes-monograph series 2007-01, Vol.54, p.1-11
1. Verfasser: Mallows, Colin
Format: Artikel
Sprache:eng
Schlagworte:
Estimation methods
Gaussian distributions
Hyperlinks
Mathematical functions
Mathematical vectors
Outliers
Random variables
Random walk
Statistics
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Zusammenfassung:Given samples (x₁,...,$x_{m}$) and (z₁,...,$z_{n}$) which we believe are independent realizations of random variables X and Z respectively, where we further believe that Z = X + Y with Y independent of X, the problem is to estimate the distribution of Y. We present a new method for doing this, involving simulation. Experiments suggest that the method provides useful estimates.
ISSN:0749-2170
DOI:10.1214/074921707000000021