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Abstract <p>The authors consider conditions where the distribution of the components of the difference between two independent identically distributed random variables can be uniquely reconstructed with an accuracy of up to a shift and reflection. This uniqueness is essential for solving a number of characterization problems in mathematical statistics. An algorithm for estimating the components is presented for when data are given in a symmetrized form.</p>

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Decomposition of Differences of Independent and Identically Distributed Random Variables

  • 期刊论文

  • 发表日期：

    2025年3月29日

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  • V. G. Ushakov,
  • N. G. Ushakov

摘要

Abstract

The authors consider conditions where the distribution of the components of the difference between two independent identically distributed random variables can be uniquely reconstructed with an accuracy of up to a shift and reflection. This uniqueness is essential for solving a number of characterization problems in mathematical statistics. An algorithm for estimating the components is presented for when data are given in a symmetrized form.