=+26.16. 14.5 26.15 | For distribution functions F and G, define d'(F, G) = sup, l(1) -
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=+26.16. 14.5 26.15 | For distribution functions F and G, define d'(F, G) =
sup, lø(1) - v(r)/(1 + [z), where and are the corresponding characteristic functions. Show that this is a metric and equivalent to the Levy metric.
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Related Book For
Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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