کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1151649 1489813 2015 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Differentiated logdensity approximants
ترجمه فارسی عنوان
تقریبهای چشمانداز متمایز
کلمات کلیدی
تقریبی چگالی، لحظه ها، توابع عقلانی، لجستیک
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
چکیده انگلیسی

A moment-based density approximation technique whereby the derivative of the logarithm of a density approximant is expressed as a rational function is introduced in this paper. Guidelines for the selection of the polynomial orders of the numerator and denominator are proposed. The coefficients are then determined by solving a system of linear equations. The resulting density approximation, referred to as a differentiated logdensity approximant or DLADLA, satisfies a differential equation whose explicit solution is provided. It is shown that a unique solution exists when a polynomial is utilized in lieu of a rational function. The proposed methodology is successfully applied to two test statistics and several distributions. It is also explained that the same moment-matching technique can yield density estimates on the basis of sample moments. An example involving a widely analyzed data set illustrates this approach.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistical Methodology - Volume 26, September 2015, Pages 61–71
نویسندگان
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