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Bounds on the distance of a mixture from its parent distribution

Published online by Cambridge University Press:  14 July 2016

Moshe Shaked*
Affiliation:
Indiana University

Abstract

In a series of recent papers, Heyde (1975), Heyde and Leslie (1976), Hall (1979) and Brown (1980) obtained upper bounds on the uniform distance of a scale mixture from its parent distribution. Using a different technique we obtain further bounds which are more meaningful and superior in some applications. The new technique is then applied to obtain bounds on the uniform distance of a location mixture from its parent distribution. Comparison of the new bounds and the earlier ones is given.

Type
Research Papers
Copyright
Copyright © Applied Probability Trust 1981 

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References

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