Publication detail

Estimate of Discrete Probability Distribution by Means of Hellinger Distance

KARPÍŠEK, Z. JURÁK, P.

Czech title

Odhad diskrétního rozdělení pravděpodobnosti pomocí Hellingerovy vzdálenosti

English title

Estimate of Discrete Probability Distribution by Means of Hellinger Distance

Type

conference paper

Language

en

Original abstract

The paper is concerned with the solution to the statistical problem of finding discrete distributions by means of the Hellinger distance subject to conditions given by estimates of their general moments from observed relative frequencies. A Hellinger quasinorm is defined whose minimization is used for the estimates of these distributions and its basic asymptotic properties are described. An example is used to illustrate the results.

Czech abstract

Článek se zabývá řešením statistického problému nalezení diskrétního rozdělení pomocí Hellingerovy vzdálenosti za podmínek daných odhady jeho obecných momentů z pozorovaných relativních četností. Je definována Hellinger kvazinorma, jejíž minimalizace je použita pro odhady tohoto rozdělení a jsou posány její základní asymptotické vlastnosti. Výsledky jsou ilustrovány na příkladě.

English abstract

The paper is concerned with the solution to the statistical problem of finding discrete distributions by means of the Hellinger distance subject to conditions given by estimates of their general moments from observed relative frequencies. A Hellinger quasinorm is defined whose minimization is used for the estimates of these distributions and its basic asymptotic properties are described. An example is used to illustrate the results.

Keywords in English

Hellinger distance, distribution fitting, moment constraints, Hellinger quasinorm, chi-square distribution

RIV year

2002

Released

01.01.2002

Publisher

Brno University of Technology, Faculty of Mechanical Engineering, Institute of Automation and Computer Science

Location

Brno

ISBN

80-214-2135-5

Book

MENDEL 02. 8th International Conference on Soft Computing

Edition number

1

Pages count

6

BIBTEX


@inproceedings{BUT7581,
  author="Zdeněk {Karpíšek} and Petr {Jurák},
  title="Estimate of Discrete Probability Distribution by Means of Hellinger Distance",
  booktitle="MENDEL 02. 8th International Conference on Soft Computing",
  year="2002",
  month="January",
  publisher="Brno University of Technology, Faculty of Mechanical Engineering, Institute of Automation and Computer Science",
  address="Brno",
  isbn="80-214-2135-5"
}