Confidence intervals of the hazard rate function for discrete distributions using mixtures.

Dimitris Karlis Valentin Patilea

Published in: Comput. Stat. Data Anal. (2007)

Keyphrases

confidence intervals
hazard rate
markov chain
sample size
sufficiently small
stochastic systems
limit theorems
monte carlo
test set
heavy tailed
special case
heavy tailed distributions
hypothesis testing
discrete data
random variables
large deviations
variance reduction
information retrieval