Approximating distribution functions by iterated function systems. Issue 1 (26th April 2005)

• Record Type: Journal Article
• Authors: Iacus, Stefano Maria; La Torre, Davide
• Is Part Of: Journal of applied mathematics & decision sciences. Volume 2005:Issue 1(2005)
• Page Start: 33
• Page End: 46
• Publication Date: 2005-04-26
• Subjects: Operations research -- Periodicals; Mathematical models -- Periodicals; Statistics -- Periodicals; Quality control -- Periodicals; Mathematical models; Operations research; Quality control; Statistics; Periodicals; 519.05
• DOI: 10.1155/JAMDS.2005.33
• Languages: English
• ISSNs: 1173-9126

Abstract

Abstract : An iterated function system (IFS) on the space of distribution functions is built with the aim of proposing a new class of distribution function estimators. One IFS estimator and its asymptotic properties are studied in detail. We also propose a density estimator derived from the IFS distribution function estimator by using Fourier analysis. Relative efficiencies of both estimators, for small and moderate sample sizes, are presented via Monte Carlo analysis.