Knowledge (XXG)

Smoothness (probability theory)

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619: 492: 254: 202: 487:{\displaystyle d_{0}|t|^{\beta _{0}}\exp {\big (}-|t|^{\beta }/\gamma {\big )}\leq |\varphi _{X}(t)|\leq d_{1}|t|^{\beta _{1}}\exp {\big (}-|t|^{\beta }/\gamma {\big )}\quad {\text{as }}t\to \infty } 74: 679: 65: 44: 660: 43:
is a measure which determines how many times the density function can be differentiated, or equivalently the limiting behavior of distribution’s
234: 653: 684: 646: 230: 197:{\displaystyle d_{0}|t|^{-\beta }\leq |\varphi _{X}(t)|\leq d_{1}|t|^{-\beta }\quad {\text{as }}t\to \infty } 538: 534: 584: 226: 28: 630: 574: 40: 51: 673: 626: 618: 563:"On the optimal rates of convergence for nonparametric deconvolution problems" 32: 579: 562: 533:. Such supersmooth distributions have derivatives of all orders. Examples: 17: 588: 603:
Introduction to Fourier analysis and generalized functions
634: 257: 77: 486: 196: 654: 464: 426: 341: 303: 8: 661: 647: 578: 470: 463: 462: 454: 448: 443: 434: 425: 424: 410: 405: 400: 391: 385: 373: 358: 349: 340: 339: 331: 325: 320: 311: 302: 301: 287: 282: 277: 268: 262: 256: 248:if its characteristic function satisfies 225:. The examples of such distributions are 180: 170: 165: 156: 150: 138: 123: 114: 102: 97: 88: 82: 76: 50:Formally, we call the distribution of a 556: 554: 550: 605:. London: Cambridge University Press. 7: 615: 613: 680:Theory of probability distributions 633:. You can help Knowledge (XXG) by 481: 191: 25: 617: 469: 179: 478: 444: 435: 401: 392: 374: 370: 364: 350: 321: 312: 278: 269: 188: 166: 157: 139: 135: 129: 115: 98: 89: 1: 497:for some positive constants 207:for some positive constants 240:The distribution is called 701: 612: 601:Lighthill, M. J. (1962). 567:The Annals of Statistics 66:characteristic function 45:characteristic function 629:-related article is a 580:10.1214/aos/1176348248 561:Fan, Jianqing (1991). 488: 198: 489: 199: 255: 75: 541:, mixture normal. 484: 194: 29:probability theory 685:Probability stubs 642: 641: 473: 183: 16:(Redirected from 692: 663: 656: 649: 621: 614: 606: 593: 592: 582: 573:(3): 1257–1272. 558: 493: 491: 490: 485: 474: 471: 468: 467: 458: 453: 452: 447: 438: 430: 429: 417: 416: 415: 414: 404: 395: 390: 389: 377: 363: 362: 353: 345: 344: 335: 330: 329: 324: 315: 307: 306: 294: 293: 292: 291: 281: 272: 267: 266: 203: 201: 200: 195: 184: 181: 178: 177: 169: 160: 155: 154: 142: 128: 127: 118: 110: 109: 101: 92: 87: 86: 41:density function 21: 700: 699: 695: 694: 693: 691: 690: 689: 670: 669: 668: 667: 610: 600: 597: 596: 560: 559: 552: 547: 532: 525: 510: 503: 442: 406: 399: 381: 354: 319: 283: 276: 258: 253: 252: 220: 213: 164: 146: 119: 96: 78: 73: 72: 58:ordinary smooth 52:random variable 23: 22: 15: 12: 11: 5: 698: 696: 688: 687: 682: 672: 671: 666: 665: 658: 651: 643: 640: 639: 622: 608: 607: 595: 594: 549: 548: 546: 543: 530: 523: 519:and constants 508: 501: 495: 494: 483: 480: 477: 466: 461: 457: 451: 446: 441: 437: 433: 428: 423: 420: 413: 409: 403: 398: 394: 388: 384: 380: 376: 372: 369: 366: 361: 357: 352: 348: 343: 338: 334: 328: 323: 318: 314: 310: 305: 300: 297: 290: 286: 280: 275: 271: 265: 261: 218: 211: 205: 204: 193: 190: 187: 176: 173: 168: 163: 159: 153: 149: 145: 141: 137: 134: 131: 126: 122: 117: 113: 108: 105: 100: 95: 91: 85: 81: 24: 14: 13: 10: 9: 6: 4: 3: 2: 697: 686: 683: 681: 678: 677: 675: 664: 659: 657: 652: 650: 645: 644: 638: 636: 632: 628: 623: 620: 616: 611: 604: 599: 598: 590: 586: 581: 576: 572: 568: 564: 557: 555: 551: 544: 542: 540: 536: 529: 522: 518: 514: 507: 500: 475: 459: 455: 449: 439: 431: 421: 418: 411: 407: 396: 386: 382: 378: 367: 359: 355: 346: 336: 332: 326: 316: 308: 298: 295: 288: 284: 273: 263: 259: 251: 250: 249: 247: 243: 238: 236: 232: 228: 224: 217: 210: 185: 174: 171: 161: 151: 147: 143: 132: 124: 120: 111: 106: 103: 93: 83: 79: 71: 70: 69: 67: 63: 59: 56: 53: 48: 46: 42: 38: 34: 30: 19: 635:expanding it 624: 609: 602: 570: 566: 527: 520: 516: 512: 505: 498: 496: 245: 241: 239: 222: 215: 208: 206: 61: 57: 54: 49: 36: 26: 627:probability 242:supersmooth 231:exponential 18:Supersmooth 674:Categories 545:References 68:satisfies 37:smoothness 33:statistics 482:∞ 479:→ 460:γ 450:β 432:− 422:⁡ 408:β 379:≤ 356:φ 347:≤ 337:γ 327:β 309:− 299:⁡ 285:β 244:of order 192:∞ 189:→ 175:β 172:− 144:≤ 121:φ 112:≤ 107:β 104:− 60:of order 472:as  182:as  589:2241949 237:, etc. 235:uniform 64:if its 587:  539:Cauchy 535:normal 625:This 585:JSTOR 227:gamma 39:of a 631:stub 31:and 575:doi 419:exp 296:exp 27:In 676:: 583:. 571:19 569:. 565:. 553:^ 537:, 526:, 515:, 511:, 504:, 233:, 229:, 221:, 214:, 47:. 35:, 662:e 655:t 648:v 637:. 591:. 577:: 531:1 528:β 524:0 521:β 517:γ 513:β 509:1 506:d 502:0 499:d 476:t 465:) 456:/ 445:| 440:t 436:| 427:( 412:1 402:| 397:t 393:| 387:1 383:d 375:| 371:) 368:t 365:( 360:X 351:| 342:) 333:/ 322:| 317:t 313:| 304:( 289:0 279:| 274:t 270:| 264:0 260:d 246:β 223:β 219:1 216:d 212:0 209:d 186:t 167:| 162:t 158:| 152:1 148:d 140:| 136:) 133:t 130:( 125:X 116:| 99:| 94:t 90:| 84:0 80:d 62:β 55:X 20:)

Index

Supersmooth
probability theory
statistics
density function
characteristic function
random variable
characteristic function
gamma
exponential
uniform
normal
Cauchy


"On the optimal rates of convergence for nonparametric deconvolution problems"
doi
10.1214/aos/1176348248
JSTOR
2241949
Stub icon
probability
stub
expanding it
v
t
e
Categories
Theory of probability distributions
Probability stubs

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