Confidence characteristics of distributions

Georgi N. Boshnakov

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

Confidence characteristics of distributions

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Abstract

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. © 2003 Elsevier B.V. All rights reserved.

Original language	English
Pages (from-to)	353-360
Number of pages	7
Journal	Statistics and Probability Letters
Volume	63
Issue number	4
DOIs	https://doi.org/10.1016/S0167-7152(03)00100-7
Publication status	Published - 15 Jul 2003

Keywords

Asymmetric distribution
Concentration function
Confidence characteristic
Confidence density
Entropy

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10.1016/S0167-7152(03)00100-7

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title = "Confidence characteristics of distributions",

abstract = "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. {\textcopyright} 2003 Elsevier B.V. All rights reserved.",

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T1 - Confidence characteristics of distributions

AU - Boshnakov, Georgi N.

PY - 2003/7/15

Y1 - 2003/7/15

N2 - 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. © 2003 Elsevier B.V. All rights reserved.

AB - 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. © 2003 Elsevier B.V. All rights reserved.

KW - Asymmetric distribution

KW - Concentration function

KW - Confidence characteristic

KW - Confidence density

KW - Entropy

U2 - 10.1016/S0167-7152(03)00100-7

DO - 10.1016/S0167-7152(03)00100-7

M3 - Article

SN - 0167-7152

VL - 63

SP - 353

EP - 360

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

IS - 4

ER -

Confidence characteristics of distributions

Abstract

Keywords

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