Dağılım fonksiyonlarının yinelenmis fonksiyon sistemleri ile tahmini

Year 2014, Volume 7, Issue 1, 14 - 19, 25.05.2014

Figen ÇİLİNGİR

Abstract

Bir dağılım fonksiyonunun parametrik olmayan tahmin edicisi yinelenmis fonksiyon sistemleri kullanılarak

elde edilebilmektedir. Bu yönteme göre, bir dağılım fonksiyonunun tahmin edicisi, (X1, X2,…,Xn)

örneklemine bağlı olan bir p parametre vektörü ve w afin dönüsümleri ailesine göre tanımlanan T daralma

operatörünün bir sabit noktası olarak düsünülmektedir. Döviz kuru verisi üzerinde yapılan uygulamadan elde

edilen sonuçlar bir örnek olarak gösterilmistir.

Keywords

Fraktallar, yinelenmis fonksiyon sistemleri, dağılım fonksiyonu, parametrik olmayan tahmin, yoğunluk tahmini

Estimating the distribution functions by iterated function system

Abstract

A class of nonparametric estimators of a distribution function base on the theory of iterated function systems

(IFS). The estimator is considered as the fixed point of a contractive operator T defined in terms of a vector of

parameters p and a family of affine maps which can be both depend on the sample (X1, X2,…,Xn). An

application to exchange data is showed as an example.

Keywords

Fractals, iterated function systems, distribution function estimation, nonparametric estimation, density estimation.

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