Deconvolution by simulation
Computation
2007-08-22 v1
Abstract
Given samples (x_1,...,x_m) and (z_1,...,z_n) which we believe are independent realizations of random variables X and Z respectively, where we further believe that Z=X+Y with Y independent of X, the problem is to estimate the distribution of Y. We present a new method for doing this, involving simulation. Experiments suggest that the method provides useful estimates.
Cite
@article{arxiv.0708.1051,
title = {Deconvolution by simulation},
author = {Colin Mallows},
journal= {arXiv preprint arXiv:0708.1051},
year = {2007}
}
Comments
Published at http://dx.doi.org/10.1214/074921707000000021 in the IMS Lecture Notes Monograph Series (http://www.imstat.org/publications/lecnotes.htm) by the Institute of Mathematical Statistics (http://www.imstat.org)