Deconvolution by simulation

Details Deconvolution by simulation Deconvolution by simulation

2007-08-08

arxiv.org/abs/0708.1051v1

IMS Lecture Notes Monograph Series 2007, Vol. 54, 1-11

Statistics

Computation

Published at http://dx.doi.org/10.1214/074921707000000021 in the IMS Lecture Notes Monograph Series (http://www.imstat.org/p

Scientific paper

10.1214/074921707000000021

Given samples (x_1,...,x_m) and (z_1,...,z_n) which we believe are
independent realizations of random variables X and Z respectively, where we
further believe that Z=X+Y with Y independent of X, the problem is to estimate
the distribution of Y. We present a new method for doing this, involving
simulation. Experiments suggest that the method provides useful estimates.

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