Confidence characteristics of distributions

✍ Scribed by Georgi N. Boshnakov

• Book ID: 104302134
• Publisher: Elsevier Science
• Year: 2003
• Tongue: English
• Weight: 198 KB
• Volume: 63
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(03)00100-7

✦ Synopsis

We introduce the conÿdence characteristic of a distribution as the distribution corresponding to the decomposition concentration function. We show that the decomposition concentration function has very good di erentiability properties for any distribution, that the Lebesgue measures of the shortest conÿdence regions of a distribution and its conÿdence characteristic are the same, and that similar properties hold for the entropies and the level sets of their densities.