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  • 标题:Bounds On The Kolmogorov Distance Of A Mixture From Its Parent Distribution
  • 本地全文:下载
  • 作者:BAHA-ELDIN KHALEDI ; Statistical Research Center, Tehran ; Razi University, Kermanshah, Iran
  • 期刊名称:Sankhya. Series A, mathematical statistics and probability
  • 印刷版ISSN:0976-836X
  • 电子版ISSN:0976-8378
  • 出版年度:2003
  • 卷号:65
  • 期号:02
  • 出版社:Indian Statistical Institute
  • 摘要:Consider a mixture \(G(\cdot)=\int_SF_\theta(\cdot)\,dH(\theta)\). In this paper we derive some bounds on the uniform (Kolmogorov) distance \(\Delta(F_{\theta_0},G)\equiv\sup_x|F_{\theta_0}(x)-G(x)|\) for some convenient choices of \(\theta_0\). In particular, we identify an optimal \(\theta_0\). We illustrate the results by some examples, and show that these new bounds can often be computed easily, and that they improve some known bounds in many instances. Some applications in reliability theory are also described.
  • 关键词:Hazard rate stochastic order, relative aging stochastic order, TP\(_2\) and RR\(_2\) properties, length-biased distribution
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