Title |
Apie naujus Ramachandran–Rao charakterizacijos stabilumo įverčius / |
Translation of Title |
On new stability estimations in Ramachandran–Rao characterization. |
Authors |
Januškevičius, Romanas ; Januškevičienė, Olga |
DOI |
10.15388/LMR.2008.18127 |
Full Text |
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Is Part of |
Lietuvos matematikos rinkinys.. Vilnius. 2008, t. 48/49, p. 386-388.. ISSN 0132-2818. eISSN 2335-898X |
Keywords [eng] |
distribution, Cauchy ; mean, sample ; statistics, identically distributed ; stability estimation |
Abstract [eng] |
B.Ramachandran and C.R.Rao have proved that if X,X_1,X_2,...,X_n are i.i.d. random variables and if distributions of sample mean [...] n and monomial X are coincident at least at two points n=j_1 and n=j_2 such that logj_1/logj_2 is irrational, then X follows a Cauchy law. Assuming that condition of coincidence of [...] and X are fulfilled at least for two n values, but only approximately, with some error ε in metric λ, we prove that, in certain sense, characteristic function of X is close to the characteristic function of the Cauchy distribution and construct stability estimation. |
Published |
Vilnius |
Type |
Conference paper |
Language |
Lithuanian |
Publication date |
2008 |
CC license |
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