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The method of nonparametric estimation of the distribution of the random parameter in the small number of observations

Abstract

The method of nonparametric estimation of the distribution of the random parameter in the small number of observations

Gorbunova E.B.

Incoming article date: 16.09.2014

The article presents the results of research and development of a method for testing hypotheses about the form of the probability density function of the random variable in the face of considerable uncertainty a priori. The results obtained, contrary to the traditional skepticism in regard to the processing of data samples, the volume of the order of ten values ​​indicate the potential to improve the reliability of their classification.

Keywords: processing of statistical data, small sample size, the numerical method, the simulation supplement statistical experiment, random process.