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Method of decomposition of the interval of the values of random variables based on results of optimization of the nonparametric estimate of the probability density |
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| Authors: | A V Lapko V A Lapko |
| Affiliation: | 1. Institute of Computational Modeling, Siberian Branch, Russian Academy of Sciences, Akademgorodok 50, building 44, Krasnoyarsk, 660036, Russia 2. Reshetnev Siberian State Aerospace University, pr. im. Gazety “Krasnoyarskii rabochii” 31, Krasnoyarsk, 660014, Russia |
| Abstract: | A new method of decomposition of the interval of the values of random variables based on results of optimization of the nonparametric estimate of the probability density of the Rosenblatt-Parzen type is proposed. Its application in the problem of testing the hypothesis of identity of the distribution laws of two sequences of one-dimensional random variables is considered. |
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