On measures of the distance of a mixture from its parent distribution

Peter Hall

Stochastic Processes and their Applications, 1979, vol. 8, issue 3, 357-365

Abstract: In a previous paper in this Journal, Heyde and Leslie [6] examined moment measures of the distance of a mixture from its parent distribution. They confined their attention to the case where the parent distribution is either normal or exponential, and related the moment measures to the more familiar uniform distance between distributions. In this paper we improve on their results by sharpening one of their inequalities. We then use new techniques to extend their investigation to a larger class of parent distributions.

Keywords: scale; mixture; metric; Lévy; distance; distance; moment; measure; uniform; distance (search for similar items in EconPapers)
Date: 1979
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Citations: View citations in EconPapers (2)

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