Article ID Journal Published Year Pages File Type
5129757 Statistics & Probability Letters 2017 8 Pages PDF
Abstract

We are interested in the estimation of the distance in total variation Δ≔‖Pf(X)−Pg(X)‖varbetween 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 Δ. For Gaussian and trigonometrical polynomials it gives an asymptotically optimal result (when the degree tends to ∞).

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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