On the problem of reconstructing a summands distribution by the distribution of their sum

被引:7
作者
Prokhorov, AV
Ushakov, NG
机构
[1] MGU, Dept Math & Mech, Moscow 119899, Russia
[2] IPTM RAN, Chernogolovka 142432, Moscow County, Russia
关键词
summands distribution; stability; sum of a random number of summands; linear combinations; characteristic function; Poisson distribution; geometric distribution;
D O I
10.1137/S0040585X97979202
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The uniqueness and stability conditions of reconstructing it distribution of independent identically distributed random variables X-1......X-m by a distribution of the sum S = X-1 + ... + X-m for fixed m are given. This paper considers two generalizations of the problem of reconstructing the random variables X-j: by the distribution S = gamma(1)X(1) + .... + gamma(m) X-m, where the random variables gamma(j) take values 0 and 1 with some fixed probabilities, and by the distribution of the sum S-N = X-1 + ... + X-N of the random number N of summands X-j. In these problems there are given not only sufficient stability conditions of reconstructing but quantitative stability estimators.
引用
收藏
页码:420 / 430
页数:11
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