Polish Statistical Association
Central Statistical Office of Poland
Subject: Economics, Statistics & Probability
ISSN: 1234-7655
eISSN: 2450-0291
SEARCH WITHIN CONTENT
Xuze Zhang / Saumyadipta Pyne / Benjamin Kedem
Keywords : Tail probabilities, density ratio model, variable tilt functions, Appalachian Plateau, Forest County, Pennsylvania
Citation Information : Statistics in Transition New Series. Volume 21, Issue 4, Pages 159-165, DOI: https://doi.org/10.21307/stattrans-2020-036
License : (CC BY-NC-ND 4.0)
Received Date : 31-January-2020 / Accepted: 30-June-2020 / Published Online: 15-September-2020
Fitting parametric models or the use of the empirical cumulative distribution function are problematic when it comes to the estimation of tail probabilities from small samples. A possible remedy is to fuse or combine the small samples with additional data from external sources and base the inference on the so called density ratio model with variable tilt functions, which widens the support of the estimated distribution of interest. This approach is illustrated using residential radon concentration data collected from western Pennsylvania.
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