Abstract:
This paper considers the problem of reconstructing a distribution of independent identically distributed random variables by the distribution of their sum in which each summand is included with a probability $1-p$. We show the ambiguity of this reconstruction in the case of an arbitrary (including odd) number of summands for $0\le p<\frac12$.
Citation:
D. V. Belomestny, “On the Problem of Reconstructing a Summands Distribution by Their Sum”, Teor. Veroyatnost. i Primenen., 46:2 (2001), 366–370; Theory Probab. Appl., 46:2 (2002), 336–341
\Bibitem{Bel01}
\by D.~V.~Belomestny
\paper On the Problem of Reconstructing a Summands Distribution by Their Sum
\jour Teor. Veroyatnost. i Primenen.
\yr 2001
\vol 46
\issue 2
\pages 366--370
\mathnet{http://mi.mathnet.ru/tvp3923}
\crossref{https://doi.org/10.4213/tvp3923}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1968691}
\zmath{https://zbmath.org/?q=an:1001.60016}
\transl
\jour Theory Probab. Appl.
\yr 2002
\vol 46
\issue 2
\pages 336--341
\crossref{https://doi.org/10.1137/S0040585X97978968}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000176400600009}
Linking options:
https://www.mathnet.ru/eng/tvp3923
https://doi.org/10.4213/tvp3923
https://www.mathnet.ru/eng/tvp/v46/i2/p366
This publication is cited in the following 3 articles:
D. V. Belomestny, “Reconstruction of the general distribution by the distribution of some
statistics”, Theory Probab. Appl., 49:1 (2005), 1–15
Denis Belomestny, “Constraints on distributions imposed by properties of linear forms”, ESAIM: PS, 7 (2003), 313
A. V. Prokhorov, N. G. Ushakov, “On the Problem of Reconstructing a Summands Distribution by the Distribution of Their Sum”, Theory Probab. Appl., 46:3 (2002), 420–430