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Confidence characteristics of distributions

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  • Boshnakov, Georgi N.

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.

Suggested Citation

  • Boshnakov, Georgi N., 2003. "Confidence characteristics of distributions," Statistics & Probability Letters, Elsevier, vol. 63(4), pages 353-360, July.
    • Handle: RePEc:eee:stapro:v:63:y:2003:i:4:p:353-360
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    Cited by:

    1. Boshnakov, Georgi N., 2007. "Some measures for asymmetry of distributions," Statistics & Probability Letters, Elsevier, vol. 77(11), pages 1111-1116, June.

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