A note on conditional variance and characterization of probability distributions

2020
journal article
article
dc.abstract.enIn this note we prove a novel characterization result stating that any distribution is determined uniquely up to an additive constant by its conditional variance function where the conditioning is based on double quantile trimming. We also outline potential statistical applications of the proposed characterization.pl
dc.affiliationWydział Matematyki i Informatyki : Instytut Matematykipl
dc.contributor.authorJaworski, Piotrpl
dc.contributor.authorPitera, Marcin - 107421 pl
dc.date.accessioned2020-05-07T18:52:16Z
dc.date.available2020-05-07T18:52:16Z
dc.date.issued2020pl
dc.date.openaccess0
dc.description.accesstimew momencie opublikowania
dc.description.versionostateczna wersja wydawcy
dc.description.volume163pl
dc.identifier.articleid108800pl
dc.identifier.doi10.1016/j.spl.2020.108800pl
dc.identifier.eissn1879-2103pl
dc.identifier.issn0167-7152pl
dc.identifier.projectROD UJ / OPpl
dc.identifier.urihttps://ruj.uj.edu.pl/xmlui/handle/item/155589
dc.languageengpl
dc.language.containerengpl
dc.rightsUdzielam licencji. Uznanie autorstwa 4.0 Międzynarodowa*
dc.rights.licenceCC-BY
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/legalcode.pl*
dc.share.typeinne
dc.subject.enconditional variancepl
dc.subject.encharacterizationpl
dc.subject.encensored variancepl
dc.subject.entrimmed variancepl
dc.subject.enintegrated quantile functionpl
dc.subject.enquantile divisionpl
dc.subtypeArticlepl
dc.titleA note on conditional variance and characterization of probability distributionspl
dc.title.journalStatistics and Probability Letterspl
dc.typeJournalArticlepl
dspace.entity.typePublication
dc.abstract.enpl
In this note we prove a novel characterization result stating that any distribution is determined uniquely up to an additive constant by its conditional variance function where the conditioning is based on double quantile trimming. We also outline potential statistical applications of the proposed characterization.
dc.affiliationpl
Wydział Matematyki i Informatyki : Instytut Matematyki
dc.contributor.authorpl
Jaworski, Piotr
dc.contributor.authorpl
Pitera, Marcin - 107421
dc.date.accessioned
2020-05-07T18:52:16Z
dc.date.available
2020-05-07T18:52:16Z
dc.date.issuedpl
2020
dc.date.openaccess
0
dc.description.accesstime
w momencie opublikowania
dc.description.version
ostateczna wersja wydawcy
dc.description.volumepl
163
dc.identifier.articleidpl
108800
dc.identifier.doipl
10.1016/j.spl.2020.108800
dc.identifier.eissnpl
1879-2103
dc.identifier.issnpl
0167-7152
dc.identifier.projectpl
ROD UJ / OP
dc.identifier.uri
https://ruj.uj.edu.pl/xmlui/handle/item/155589
dc.languagepl
eng
dc.language.containerpl
eng
dc.rights*
Udzielam licencji. Uznanie autorstwa 4.0 Międzynarodowa
dc.rights.licence
CC-BY
dc.rights.uri*
http://creativecommons.org/licenses/by/4.0/legalcode.pl
dc.share.type
inne
dc.subject.enpl
conditional variance
dc.subject.enpl
characterization
dc.subject.enpl
censored variance
dc.subject.enpl
trimmed variance
dc.subject.enpl
integrated quantile function
dc.subject.enpl
quantile division
dc.subtypepl
Article
dc.titlepl
A note on conditional variance and characterization of probability distributions
dc.title.journalpl
Statistics and Probability Letters
dc.typepl
JournalArticle
dspace.entity.type
Publication

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