Empirical sampling study of a goodness of fit statistic for density function estimation
By: by P.A.W. Lewis, L.H. Liu, D.W. Robinson and M. Rosenblatt
Contributors: Liu, Li Hung; Robinson, David Walter; Rosenblatt, Murray; Naval Postgraduate School (U.S.)
Publisher: Naval Postgraduate School
Published: 1975
Place of publication: Monterey, Calif
Language: eng
Number of pages: 26
Subjects: Simulation methods; Mathematical statistics; Estimation theory; Random variables
Description: 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.
Notes: Title from cover.

"March 1975"--Cover.

"NPS-55Lw75031"--Cover.

Joint authors: Lewis, Peter A. W. ; Liu, Li Hung ; Robinson, David Walter ; Rosenblatt, Murray.

Author(s) subject terms: Goodness of fit statistic, density function estimation, empirical sampling, histogram estimates, Kolmogorov-Smirnov test.

Includes bibliographical references (p. 26)

"Approved for public release; distribution unlimited"--Cover.

Technical report; 1975.