Abstract
We consider the possibility of determining a distribution law based on a finite number of tests. §1. Let X 1,X 2,…,X n be the results of n mutually independent observations, ordered increasingly, that is, X 1 ≤X 2 ≤ … ≤X n and let be the distribution law corresponding to this sequence. The empirical distribution law is the function F n (x) defined by the relations
*
’sulla determinazione empirica di una legge di distribuzione’, Giorn. Ist. Ital. Attuar. 4:1 (1933), 83-91.
This is a preview of subscription content, log in via an institution to check access.
Preview
Unable to display preview. Download preview PDF.
References
R. von Mises, Wahrscheinlichkeitsrechnung und ihre Anwendung in der Statistik und theoretischen Physik, Fr. Denticke, Leipzig, Vienna, 1931.
V. Glivenko, ‘Sulla determinazione empirica della leggi di probabilità’, Giorn. Ist. Ital. Attuar. 6:1 (1933), 92–99.
A. Kolmogoroff, ‘Eine Verallgemeinerung des Laplace-Liapounoffschen Satzes’, Izv. Akad. Nauk SSSR, OMEN, 1931, 959–962 (Paper 12 in this volume).
Editor information
Rights and permissions
Copyright information
© 1992 Springer Science+Business Media Dordrecht
About this chapter
Cite this chapter
Shiryayev, A.N. (1992). 15. On The Empirical Determination of A Distribution Law. In: Shiryayev, A.N. (eds) Selected Works of A. N. Kolmogorov. Mathematics and Its Applications (Soviet Series), vol 26. Springer, Dordrecht. https://doi.org/10.1007/978-94-011-2260-3_15
Download citation
DOI: https://doi.org/10.1007/978-94-011-2260-3_15
Publisher Name: Springer, Dordrecht
Print ISBN: 978-94-010-5003-6
Online ISBN: 978-94-011-2260-3
eBook Packages: Springer Book Archive