Moment density estimation for positive random variables

Details

• Personal Author:
  Mnatsakanov RM ; Ruymgaart FH
• Description:
  An unknown moment-determinate cumulative distribution function or its density function can be recovered from corresponding moments and estimated from the empirical moments. This method of estimating an unknown density is natural in certain inverse estimation models like multiplicative censoring or biased sampling when the moments of unobserved distribution can be estimated via the transformed moments of the observed distribution. In this paper, we introduce a new nonparametric estimator of a probability density function defined on the positive real line, motivated by the above. Some fundamental properties of proposed estimator are studied. The comparison with traditional kernel density estimator is discussed. [Description provided by NIOSH]
• Subjects:
  Occupational Health Safety
• Keywords:
  Analytical-models Analytical-processes Author Keywords: Moment Density Estimator Delta-sequence L-1-consistency Mathematical-models Mean-squared Error Models Quantitative-analysis Sampling Sampling-methods Simulation-methods Statistical-analysis Statistical-quality-control

  More +
• ISSN:
  0233-1888
• Document Type:
  Text
• Genre:
  Journal Article
• Place as Subject:
  OSHA Region 3 ; OSHA Region 6 ; Texas ; West Virginia
• CIO:
  National Institute for Occupational Safety and Health (NIOSH)
• Division:
  HELD - Health Effects Laboratory Division
• Topic:
  Workplace Safety & Health
• Location:
  North America
• Pages in Document:
  215-230
• Volume:
  46
• Issue:
  2
• NIOSHTIC Number:
  nn:20040915
• Citation:
  Statistics 2012 Mar-Apr; 46(2):215-230
• Contact Point Address:
  R.M. Mnatsakanov, West Virginia University, Department of Statistics, POB 6330, Morgantown, WV 26506 USA
• Email:
  rmnatsak@stat.wvu.edu
• Federal Fiscal Year:
  2012
• Peer Reviewed:
  True
• Source Full Name:
  Statistics
• Collection(s):
  National Institute for Occupational Safety and Health
• Main Document Checksum:
  urn:sha-512:6413dcbdf072fbe0454dd2e557a3425b85b8c0e27aa23df3743d4d3d87c2e89bdc828afee886a317c4d854eea60030e37084c75ab5e561d7643e574650363b4d
• Download URL:
  https://stacks.cdc.gov/view/cdc/193608/cdc_193608_DS1.pdf
• File Type:
  [PDF - 528.37 KB ]