Verification of recovery of a beta-distribution density function by non-parametric statistics methods

Verification of recovery of a beta-distribution density function by non-parametric statistics methods

The paper considers an algorithm for the recovery of an unknown random distribution density function using non-parametric statistics methods. For samples of different lengths (50 to 500), from the beta distribution, quantile estimates of a random variable are calculated by methods of parametric and...

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Bibliographische Detailangaben
Hauptverfasser: Syzrantsev, V. N., Permyakov, V. N.
Format: Tagungsbericht
Sprache:eng
Schlagworte:
Algorithms
Density
Probability distribution functions
Random variables
Recovery
Statistical analysis
Statistical methods
Statistics
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Beschreibung
Zusammenfassung:The paper considers an algorithm for the recovery of an unknown random distribution density function using non-parametric statistics methods. For samples of different lengths (50 to 500), from the beta distribution, quantile estimates of a random variable are calculated by methods of parametric and non-parametric statistics. It is established that the errors of the quantile estimates obtained by parametric and non-parametric methods are values of the same order.
ISSN:0094-243X
1551-7616
DOI:10.1063/1.5135142