Inversion Formulas in the Case of a Discontinuous Limit Law

Inversion Formulas in the Case of a Discontinuous Limit Law

This paper is devoted to the estimation of the distance in a uniform metric between the distribution function F and a discontinuous function of bounded variation G by means of the difference of their Fourier--Stieltjes transforms and the concentration functions F and G in the neighbourhood of discon...

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Veröffentlicht in:Theory of probability and its applications 1998-01, Vol.42 (1), p.1-16
Hauptverfasser: Aleskeviciene, A. K., Statulevicius, V. A.
Format: Artikel
Sprache:eng
Schlagworte:
Estimates
Random variables
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Beschreibung
Zusammenfassung:This paper is devoted to the estimation of the distance in a uniform metric between the distribution function F and a discontinuous function of bounded variation G by means of the difference of their Fourier--Stieltjes transforms and the concentration functions F and G in the neighbourhood of discontinuity points.
ISSN:0040-585X
1095-7219
DOI:10.1137/S0040585X97975897