Communications of the Korean Mathematical Society (대한수학회논문집)

Korean Mathematical Society (대한수학회)
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ON ROBUST MINIMAX APPROACH UNDER FINITE DISTRIBUTIONS

  • Shevlyakov, Georgiy L. (Department of Mathematics St. Petersburg State Technical University) ;
  • Lee, Jae-Won (Department of Applied Mathematics Kumoh National University of Technology) ;
  • Park, Sung-Wook (Department of Applied Mathematics Kumoh National University of Technology)
  • Published : 1998.07.01
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Abstract

As most of distributions appearing in applications are finite but with the unknown domain of finiteness, we propose to use the robust minimax approach for the determination of the boundaries of this domain. The obtained least favorable distribution minimizing Fisher information over the class of the approximately Gaussian finite distributions gives the reasonable sizes of the domain of finiteness and the thresholds of truncation.

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