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On recovering the relative distribution, Part 1: The moment-recovered approach

Author

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  • Mnatsakanov, Robert M.
  • Pommeret, Denys

Abstract

The problems of approximating and estimating the relative distribution of two distributions as well as corresponding density function based on information given by the sequence of so-called transformed (frequency) moments or the scaled values of Laplace transform of the target model are studied. The asymptotic properties of empirical counterparts of proposed constructions are studied and their performances are demonstrated by means of graphs and tables.

Suggested Citation

  • Mnatsakanov, Robert M. & Pommeret, Denys, 2024. "On recovering the relative distribution, Part 1: The moment-recovered approach," Statistics & Probability Letters, Elsevier, vol. 208(C).
    • Handle: RePEc:eee:stapro:v:208:y:2024:i:c:s016771522400004x
    DOI: 10.1016/j.spl.2024.110035
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