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arXiv · 0708.1051

Deconvolution by simulation

Colin Mallows
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Abstract

Given samples (x_1,...,x_m) and (z_1,...,z_n) which we believe are independent realizations of random variables X and Z respectively, where we further believe that Z=X+Y with Y independent of X, the problem is to estimate the distribution of Y. We present a new method for doing this, involving simulation. Experiments suggest that the method provides useful estimates.

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Colin Mallows. 2007-08-08. Deconvolution by simulation. https://doi.org/10.1214/074921707000000021

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