On moment-density estimation in some biased models

Abstract

This paper concerns estimating a probability density function f based on iid observations from g(x)=W-1 w(x) f(x), where the weight function w and the total weight W=∫ w(x) f(x) dx may not be known. The length-biased and excess life distribution models are considered. The asymptotic normality and the rate of convergence in mean squared error (MSE) of the estimators are studied.

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