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Kernel Estimation of Cumulative Distribution Function of a Random Variable with Bounded Support

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  • Aleksandra Baszczyńska

Abstract

In the paper methods of reducing the so-called boundary effects, which appear in the estimation of certain functional characteristics of a random variable with bounded support, are discussed. The methods of the cumulative distribution function estimation, in particular the kernel method, as well as the phenomenon of increased bias estimation in boundary region are presented. Using simulation methods, the properties of the modified kernel estimator of the distribution function are investigated and an attempt to compare the classical and the modified estimators is made.

Suggested Citation

  • Aleksandra Baszczyńska, 2016. "Kernel Estimation of Cumulative Distribution Function of a Random Variable with Bounded Support," Statistics in Transition new series, Główny Urząd Statystyczny (Polska), vol. 17(3), pages 541-556, September.
    • Handle: RePEc:csb:stintr:v:17:y:2016:i:3:p:541-556
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    References listed on IDEAS

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    1. Karunamuni, R.J. & Zhang, S., 2008. "Some improvements on a boundary corrected kernel density estimator," Statistics & Probability Letters, Elsevier, vol. 78(5), pages 499-507, April.
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