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2006.211: Confidence characteristics of distributions

2006.211: Georgi N. Boshnakov (2003) Confidence characteristics of distributions. Statistics and Probability Letters, 63 (4). pp. 353-360. ISSN 0167-7152

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DOI: 10.1016/S0167-7152(03)00100-7


We introduce the confidence characteristic of a distribution as the distribution corresponding to the decomposition concentration function. We show that the decomposition concentration function has very good differentiability properties for any distribution, that the Lebesgue measures of the shortest confidence regions of a distribution and its confidence characteristic are the same, and that similar properties hold for the entropies and the level sets of their densities.

Item Type:Article
Uncontrolled Keywords:Confidence characteristic; Entropy; Asymmetric distribution; Concentration function; Confidence density
Subjects:MSC 2000 > 60 Probability theory and stochastic processes
MSC 2000 > 62 Statistics
MIMS number:2006.211
Deposited By:Miss Louise Stait
Deposited On:20 July 2006

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