A note on random densities via wavelets

被引：7
|
作者：
Vidakovic, B [1 ]
机构：
[1] DUKE UNIV,ISDS,DURHAM,NC 27708
来源：
STATISTICS & PROBABILITY LETTERS | 1996年 / 26卷 / 04期
关键词：
wavelets; Parseval's Identity; random density;
D O I：
10.1016/0167-7152(95)00026-7
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
It is a well-known fact that any orthonormal basis in L(2) can produce a ''random density''. If {phi(n)} is an orthonormal basis and (a,) is a sequence of random variables such that Sigma a(n)(2) = 1 a.s., then f(x) = \Sigma a(n) phi(n)(x)\(2) is a random density. In this note we define a random density via orthogonal bases of wavelets and explore some of its basic properties.
引用
收藏
页码：315 / 321
页数：7
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