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arXiv 2005.09994math.STstat.MEstat.TH
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寿命分布的光滑分布函数估计

Smooth Distribution Function Estimation for Lifetime Distributions using Szasz-Mirakyan Operators

Ariane Hanebeck, Bernhard Klar

摘要:

本文利用Szasz-Mirakyan算子给出了正实半直线上连续分布函数的一个新的光滑估计,类似于Bernstein的逼近定理.我们表明,建议的估计优于经验分布函数的渐近(综合)均方误差,一般比较有利与其他竞争对手的理论比较。此外,我们进行模拟,以证明有限样本性能的估计。

英文摘要:

In this paper, we introduce a new smooth estimator for continuous distribution functions on the positive real half-line using Szasz-Mirakyan operators, similar to Bernstein's approximation theorem. We show that the proposed estimator outperforms the empirical distribution function in terms of asymptotic (integrated) mean-squared error, and generally compares favourably with other competitors in theoretical comparisons. Also, we conduct the simulations to demonstrate the finite sample performance of the proposed estimator.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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