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Avtometriya

2012 year, number 1

Comparison of Empirical and Theoretical Distribution Functions of a Random Variable on the Basis of a Nonparametric Classifier

A. V. Lapko1, V. A. Lapko2
1 Institute of Computational Modeling, Siberian Branch, Russian Academy of Sciences
2 Institute of Computational Modeling, Siberian Branch, Russian Academy of Sciences Reshetnev Siberian State Aerospace University
Keywords: nonparametric statistics, pattern recognition, testing of statistical hypotheses, distribution of random variables, Kolmogorov's test
Pages: 44-50

Abstract

A possibility of using nonparametric algorithms of pattern recognition in the problem of comparing empirical and theoretical distribution functions of random variables is considered. Results of computational experiments are analyzed.