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Deconvolution of a discrete uniform distribution

Anatoly Zhigljavsky, Nina Golyandina and Svyatoslav Gryaznov

Statistics & Probability Letters, 2016, vol. 118, issue C, 37-44

Abstract: Let ξ be a discrete random variable (r.v.) with uniform distribution on the support set {0,1,…,N}. We study the problem of construction of non-degenerate independent r.v.’s ξ1 and ξ2 such that ξ=ξ1+ξ2, if these r.v.’s exist. We describe a general form for the solutions to this problem, offer some analytic constructions and develop algorithms for computing the distributions of ξ1 and ξ2.

Keywords: Deconvolution; Discrete uniform; Cyclotomic polynomial; Roots of unity (search for similar items in EconPapers)
Date: 2016
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DOI: 10.1016/j.spl.2016.06.006

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