Verification of recovery of distribution density function of the random variable by methods of nonparametric statistics

Autor: Syzrantsev, V N, Syzrantseva, K V
Zdroj: IOP Conference Series: Materials Science and Engineering; February 2019, Vol. 481 Issue: 1 p012004-012004, 1p
Abstrakt: The paper considers an algorithm of recovery of distribution density function of a random variable by methods of nonparametric statistics. For samples of various length (from 20 to 2000) of normal distribution the quantile estimates of a random variable are calculated by methods of parametrical and nonparametric statistics. It is established that errors of the quantile estimates obtained by parametrical and nonparametric methods are values of the same order.
Databáze: Supplemental Index