Ideal Metrics and Stability of Characterizations of Probability Distributions

Svetlozar T. Rachev, Lev B. Klebanov, Stoyan V. Stoyanov and Frank J. Fabozzi
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Svetlozar T. Rachev: Stony Brook University, Department of Applied Mathematics and Statistics College of Business
Lev B. Klebanov: Charles University, Department of Probability and Statistics
Stoyan V. Stoyanov: EDHEC Business School EDHEC-Risk Institute
Frank J. Fabozzi: EDHEC Business School EDHEC-Risk Institute

Chapter Chapter 20 in The Methods of Distances in the Theory of Probability and Statistics, 2013, pp 479-516 from Springer

Abstract: Abstract No probability distribution is a true representation of the probabilistic law of a given random phenomenon: assumptions such as normality, exponentiality, and the like are seldom if ever satisfied in practice.

Keywords: Input Distribution; Random Phenomenon; Characterization Problem; Ideal Metrics; Maximal Crop Yield (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4614-4869-3_20

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DOI: 10.1007/978-1-4614-4869-3_20

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