Sequential fixed-width confidence intervals for a nonparametric density function

  • Winfried Stute


In this paper sequential fixed-width confidence intervals for a nonparametric density function are derived. These are formed from certain values of a kernel density estimator. The efficiency of such procedures is measured in terms of the expected stopping time.


Confidence Interval Density Function Stochastic Process Probability Theory Mathematical Biology 
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Copyright information

© Springer-Verlag 1983

Authors and Affiliations

  • Winfried Stute
    • 1
  1. 1.Fachbereich 6 MathematikUniversität GesamthochschuleSiegen 21Federal Republic of Germany

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