Research output: Contribution to journal › Article › peer-review
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 language | English |
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Pages (from-to) | 393-400 |
Number of pages | 8 |
Journal | Statistics and Probability Letters |
Volume | 129 |
DOIs | |
State | Published - Oct 2017 |
ID: 49897121