Accession Number : AD0636439

Title :   ON THE MAXIMUM DEVIATION OF THE SAMPLE DENSITY.

Descriptive Note : Technical rept.

Corporate Author : STANFORD UNIV CALIF DEPT OF STATISTICS

Personal Author(s) : Woodroofe, Michael

Report Date : 20 APR 1966

Pagination or Media Count : 28

Abstract : The maximum relative deviation of a sample density from the true one is shown to be relatively stable as the sample size tends to infinity provided both the sample and true densities are sufficiently regular. Conditions are given under which the sample density converges to the true density w.p. one uniformly on compact sets and uniformly on compact sets at a specified rate. The key to establishing this result is a theorem on the large deviations of independent, identically distributed bivariate random variables. (Author)

Descriptors :   (*DISTRIBUTION THEORY, *SAMPLING), STOCHASTIC PROCESSES, STATISTICAL ANALYSIS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE