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5 votes
2 answers
226 views

Calculation of a nonparametric equal-tailed (central) tolerance interval for an unknown continuous distribution

Assume we have a sample of size $n$ from an unspecified continuous distribution $F(\cdot)$. We wish to construct a tolerance interval to contain $(100\,\beta)\%$ of the population with a pre-specified ...
COOLSerdash's user avatar
  • 30.9k
4 votes
3 answers
547 views

Nonparametric Order Statistics - Does this Exist?

I was reading about order statistics on Wikipedia [retrieved 29 June 2022]: Apparently, if we have a sample with $k$ elements (e.g., $x_1, x_2, ..., x_k$) and assume a probability distribution for ...
stats_noob's user avatar
3 votes
1 answer
4k views

Empirical probability and Dirac distribution

According to Deep Learning p.65(Ian Goodfellow and Yoshua Bengio and Aaron Courville, available online): (...) This can be accomplished by defining PDF using the Dirac delta function $\delta(x)$: ...
mokebe's user avatar
  • 273
8 votes
1 answer
2k views

What practical application is there for the Asymptotic Mean Integrated Squared Error in kernel density estimation?

Introduction For some time now I have been struggling to understand how theoretical results can be applied in practice. Fortunately in most cases the link between theory and practice is not hard to ...
Dennis Jaheruddin's user avatar