Kernel density estimations for maximum of two independent random variables

Sy Mien Chen, Yu Sheng Hsu

研究成果: 雜誌貢獻期刊論文同行評審

1 引文 斯高帕斯(Scopus)

摘要

The distribution of the maximum of two independent random variables is important in reliability, investment, management science, insurance business, medical science, etc. For most practical applications, the density function provides important information about the distribution. The maximum of two independent random variables has a density function that can be estimated by two different kernel type estimators. In this article, we discuss these two kernel estimators, called direct and indirect kernel estimators. We find their asymptotic mean square errors and central limit theorems from which comparisons are made through examples and simulations.

原文???core.languages.en_GB???
頁(從 - 到)901-924
頁數24
期刊Journal of Nonparametric Statistics
16
發行號6
DOIs
出版狀態已出版 - 12月 2004

指紋

深入研究「Kernel density estimations for maximum of two independent random variables」主題。共同形成了獨特的指紋。

引用此