Method of decomposition of the interval of the values of random variables based on results of optimization of the nonparametric estimate of the probability density

被引：0

作者：

Lapko A.V. ^{[1
,2
]}

Lapko V.A. ^{[1
,2
]}

机构：

[1] Institute of Computational Modeling, Siberian Branch, Russian Academy of Sciences, Akademgorodok 50, building 44, Krasnoyarsk

[2] Reshetnev Siberian State Aerospace University, pr. im. Gazety “Krasnoyarskii rabochii” 31, Krasnoyarsk

来源：

Optoelectronics, Instrumentation and Data Processing | 2014年 / 50卷 / 04期

关键词：

computational experiment; method of decomposition; nonparametric estimate; Pearson test; probability density; testing hypotheses;

D O I：

10.3103/S8756699014040098

中图分类号：

O211 [概率论（几率论、或然率论）];

学科分类号：

摘要：

A new method of decomposition of the interval of the values of random variables based on results of optimization of the nonparametric estimate of the probability density of the Rosenblatt-Parzen type is proposed. Its application in the problem of testing the hypothesis of identity of the distribution laws of two sequences of one-dimensional random variables is considered. © 2014, Allerton Press, Inc.

引用

页码：383 / 388

页数：5

共 15 条

[1]

Pugachev V.S., Probability Theory and Mathematical Statistics, (1979)

[2]

Smirnov N.V., Estimation of the Difference between the Distribution Curves in Two Independent Samples, Bull. Mosk. Univ., 2, 2, pp. 3-14, (1930)

[3]

Lapko A.V., Lapko V.A., Nonparametric Algorithms of Pattern Recognition in the Problem of Testing a Statistical Hypothesis on Identity of Two Distribution Laws of Random Variables, Avtometriya, 46, 6, pp. 47-53, (2010)

[4]

Lapko A.V., Lapko V.A., Application of a Nonparametric Algorithm of Pattern Recognition in the Problem of Testing the Hypothesis on Distributions of Random Variables, Sist. Upravl. Informats. Tekhnol., 41, 3, pp. 8-11, (2010)

[5]

Lapko A.V., Lapko V.A., Nonparametric Algorithms of Pattern Recognition in the Problem of Testing the Hypothesis on the Distributions of Random Variables, Izv. Vyssh. Uch. Zaved., Ser. Priborostr., 54, 4, pp. 67-72, (2011)

[6]

Lapko A.V., Lapko V.A., Strukov I.I., Gusarov A.A., Nonparametric Classifier and Kolmogorov Test in the Problem of Comparing the Empirical and Theoretical Distribution Functions of a One-Dimensional Random Variable, Vestn. SibGAU, 35, 2, pp. 37-40, (2011)

[7]

Lapko A.V., Lapko V.A., Comparison of Empirical and Theoretical Distribution Functions of a Random Variable on the Basis of a Nonparametric Classifier, Avtometriya, 48, 1, pp. 45-49, (2012)

[8]

Lapko A.V., Lapko V.A., Development and Investigation of Two-Level Non-Parametric Estimators, Avtometriya, 46, 1, pp. 70-78, (2010)

[9]

Lapko A.V., Lapko V.A., Synthesis of the Structure of a Family of Nonparametric Decision Functions in the Pattern Recognition Problem, Avtometriya, 47, 4, pp. 76-82, (2011)

[10]

Lapko A.V., Lapko V.A., Analysis of Asymptotic Properties of Nonparametric Estimate of the Equation of the Separation Surface in a Two-Alternative Problem of Pattern Recognition, Avtometriya, 46, 3, pp. 48-53, (2010)

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