A Note on Density Estimation for Binary Sequences
Statistics Theory
2013-09-17 v1 Statistics Theory
Abstract
A histogram estimate of the Radon-Nikodym derivative of a probability measure with respect to a dominating measure is developed for binary sequences in . A necessary and sufficient condition for the consistency of the estimate in the mean-square sense is given. It is noted that the product topology on and the corresponding dominating product measure pose considerable restrictions on the rate of sampling required for the requisite convergence.
Cite
@article{arxiv.1309.3700,
title = {A Note on Density Estimation for Binary Sequences},
author = {Karthik Bharath},
journal= {arXiv preprint arXiv:1309.3700},
year = {2013}
}