A note on random densities via wavelets

Brani Vidakovic

Statistics & Probability Letters, 1996, vol. 26, issue 4, 315-321

Abstract: It is a well-known fact that any orthonormal basis in L2 can produce a "random density". If {[phi]n} is an orthonormal basis and {an} is a sequence of random variables such that [Sigma] an2 = 1 a.s., then [latin small letter f with hook](x) = [Sigma] an[phi]n(x)2 is a random density. In this note we define a random density via orthogonal bases of wavelets and explore some of its basic properties.

Keywords: Wavelets; Parseval's; identity; Random; density (search for similar items in EconPapers)
Date: 1996
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