Confidence characteristics of distributions

Georgi N. Boshnakov

Statistics & Probability Letters, 2003, vol. 63, issue 4, 353-360

Abstract: We introduce the confidence characteristic of a distribution as the distribution corresponding to the decomposition concentration function. We show that the decomposition concentration function has very good differentiability properties for any distribution, that the Lebesgue measures of the shortest confidence regions of a distribution and its confidence characteristic are the same, and that similar properties hold for the entropies and the level sets of their densities.

Keywords: Confidence; characteristic; Entropy; Asymmetric; distribution; Concentration; function; Confidence; density (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (1)

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