We are interested in the estimation of the distance in total variation Δ≔‖Pf(X)−Pg(X)varbetween distributions of random variables f(X) and g(X) in terms of proximity of f and g. We propose a simple general method of estimating Δ. For Gaussian and trigonometrical polynomials it gives an asymptotically optimal result (when the degree tends to ∞).

Original languageEnglish
Pages (from-to)393-400
Number of pages8
JournalStatistics and Probability Letters
Volume129
DOIs
StatePublished - Oct 2017

    Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

    Research areas

  • Gaussian polynomials, Image-measures, Nikol'ski–Besov class, Total variation distance

ID: 49897121