Abstract:
In many real problems, statistical analysis of data containing additional measurement errors, including rounding, is performed, which in some situations can lead to sufficiently significant distortions. In this paper, estimates for an unknown expectation of observations are obtained for one of the possible rounding models under the assumption that the original data are additionally noised with random variables having distributions of the type of finite mixtures of normal and gamma laws. Confidence intervals for an unknown expectation are constructed using the refined estimate for the variance of the integer part of the random variable. An algorithm for determining the value of the parameter of artificial noise, which can be added to the initial data to improve the quality of the method of moving separation of mixtures, is discussed.
Keywords:
noisy data; rounded data; finite normal mixtures; finite gamma mixtures; confidence intervals; moving separation of mixtures.
The research was supported by the Russian Science Foundation (project 18-71-00156).
Received: 03.08.2018
Bibliographic databases:
Document Type:
Article
Language: Russian
Citation:
A. K. Gorshenin, “Data noising by finite normal and gamma mixtures with application to the problem of rounded observations”, Inform. Primen., 12:3 (2018), 28–34
\Bibitem{Gor18}
\by A.~K.~Gorshenin
\paper Data noising by finite normal and gamma mixtures with application to the problem of rounded observations
\jour Inform. Primen.
\yr 2018
\vol 12
\issue 3
\pages 28--34
\mathnet{http://mi.mathnet.ru/ia543}
\crossref{https://doi.org/10.14357/19922264180304}
\elib{https://elibrary.ru/item.asp?id=35670770}
Linking options:
https://www.mathnet.ru/eng/ia543
https://www.mathnet.ru/eng/ia/v12/i3/p28
This publication is cited in the following 2 articles:
V. E. Emelyanov, S. P. Matyuk, “BAYESIAN ESTIMATE OF TELECOMMUNICATION SYSTEMS PREPAREDNESS”, Naučn. vestn. MGTU GA, 24:1 (2021), 16
A. V. Lebedev, “Netranzitivnye triplety nepreryvnykh sluchainykh velichin i ikh prilozheniya”, Inform. i ee primen., 13:3 (2019), 20–26