On measures of the distance of a mixture from its parent distribution
In a previous paper in this Journal, Heyde and Leslie [6] examined moment measures of the distance of a mixture from its parent distribution. They confined their attention to the case where the parent distribution is either normal or exponential, and related the moment measures to the more familiar uniform distance between distributions. In this paper we improve on their results by sharpening one of their inequalities. We then use new techniques to extend their investigation to a larger class of parent distributions.
Year of publication: |
1979
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Authors: | Hall, Peter |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 8.1979, 3, p. 357-365
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Publisher: |
Elsevier |
Keywords: | scale mixture metric Lévy distance distance moment measure uniform distance |
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