Chernoff's distribution
id:
chernoff-s-distribution-283-5184364
title:
Chernoff's distribution
text:
In probability theory, Chernoff's distribution, named after Herman Chernoff, is the probability distribution of the random variable where W is a "two-sided" Wiener process satisfying W(0) = 0. If then V(0, c) has density where gc has Fourier transform given by and where Ai is the Airy function. Thus fc is symmetric about 0 and the density ƒZ = ƒ1. Groeneboom (1989) shows that where a ~ 1 ≈ − 2.3381 is the largest zero of the Airy function Ai and where Ai ′ ≈ 0.7022 . In the same paper, Groeneb
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wiki
category slug:
encyclopedia
description:
Probability distribution of random variable
original url:
https://en.wikipedia.org/wiki/Chernoff%27s_distribution
date created:
date modified:
2024-02-05T04:05:41Z
main entity:
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