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Bounds on the distance of a mixture from its parent distribution
Published online by Cambridge University Press: 14 July 2016
Abstract
In a series of recent papers, Heyde (1975), Heyde and Leslie (1976), Hall (1979) and Brown (1980) obtained upper bounds on the uniform distance of a scale mixture from its parent distribution. Using a different technique we obtain further bounds which are more meaningful and superior in some applications. The new technique is then applied to obtain bounds on the uniform distance of a location mixture from its parent distribution. Comparison of the new bounds and the earlier ones is given.
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- Copyright © Applied Probability Trust 1981
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