Estimation of a distribution function by an indirect sample
Authors
P. Babilua
E. Nadaraya
G. A. Sokhadze
Iv. Javakhishvili Tbilisi State Univ., Georgia
Abstract
The problem of estimation of a distribution function is considered in the case where the observer has access only to a part of the indicator random values. Some basic asymptotic properties of the constructed estimates are studied. The limit theorems are proved for continuous functionals related to the estimation of $F^n(x)$ in the space $C[a,\; 1 - a], 0 < a < 1/2$.