{"title":"Differentiated logdensity approximants","authors":"Serge B. Provost , Hyung-Tae Ha","doi":"10.1016/j.stamet.2015.02.005","DOIUrl":null,"url":null,"abstract":"<div><p><span>A moment-based density approximation technique whereby the derivative of the logarithm of a density approximant is expressed as a rational function is introduced in this paper. Guidelines for the selection of the polynomial orders of the numerator<span> and denominator are proposed. The coefficients are then determined by solving a system of linear equations. The resulting density approximation, referred to as a differentiated logdensity approximant or </span></span><span><math><mi>DLA</mi></math></span><span>, satisfies a differential equation whose explicit solution is provided. It is shown that a unique solution exists when a polynomial is utilized in lieu of a rational function. The proposed methodology is successfully applied to two test statistics and several distributions. It is also explained that the same moment-matching technique can yield density estimates on the basis of sample moments. An example involving a widely analyzed data set illustrates this approach.</span></p></div>","PeriodicalId":48877,"journal":{"name":"Statistical Methodology","volume":null,"pages":null},"PeriodicalIF":0.0000,"publicationDate":"2015-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.stamet.2015.02.005","citationCount":"2","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Statistical Methodology","FirstCategoryId":"1085","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S1572312715000179","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q","JCRName":"Mathematics","Score":null,"Total":0}
引用次数: 2
Abstract
A moment-based density approximation technique whereby the derivative of the logarithm of a density approximant is expressed as a rational function is introduced in this paper. Guidelines for the selection of the polynomial orders of the numerator and denominator are proposed. The coefficients are then determined by solving a system of linear equations. The resulting density approximation, referred to as a differentiated logdensity approximant or , satisfies a differential equation whose explicit solution is provided. It is shown that a unique solution exists when a polynomial is utilized in lieu of a rational function. The proposed methodology is successfully applied to two test statistics and several distributions. It is also explained that the same moment-matching technique can yield density estimates on the basis of sample moments. An example involving a widely analyzed data set illustrates this approach.
期刊介绍：
Statistical Methodology aims to publish articles of high quality reflecting the varied facets of contemporary statistical theory as well as of significant applications. In addition to helping to stimulate research, the journal intends to bring about interactions among statisticians and scientists in other disciplines broadly interested in statistical methodology. The journal focuses on traditional areas such as statistical inference, multivariate analysis, design of experiments, sampling theory, regression analysis, re-sampling methods, time series, nonparametric statistics, etc., and also gives special emphasis to established as well as emerging applied areas.
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