Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5129757 | Statistics & Probability Letters | 2017 | 8 Pages |
Abstract
We are interested in the estimation of the distance in total variation ÎââPf(X)âPg(X)âvarbetween distributions of random variables f(X) and g(X) in terms of proximity of f and g. We propose a simple general method of estimating Î. For Gaussian and trigonometrical polynomials it gives an asymptotically optimal result (when the degree tends to â).
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Youri Davydov,