分布函数的反卷积

Deconvolution of a Distribution Function

Journal of the American Statistical Association · 1997
被引 9
ABS 4

中文导读

研究了当观测数据受测量误差污染时如何估计分布函数,将未知分布建模为有限个已知分布的混合,并利用似然理论估计参数和构造置信区间,适用于单峰分布,通过膳食调查数据展示应用。

Abstract

Abstract We consider the estimation of a distribution function when observations from this distribution are contaminated by measurement error. The unknown distribution is modeled as a mixture of a finite number of known distributions. Model parameters can be estimated and confidence intervals constructed using well-known likelihood theory. We show that it is also possible to apply this approach to estimation of a unimodal distribution. An application is presented using data from a dietary survey. Simulation results are given to indicate the performance of the estimators and the confidence interval procedures.

统计学计量经济学测量误差分布估计