Let the density f(x) be a decreasing function of x Show that the shortest interval covering a given probability is symmetric about 0 Use this result to calculate the IF of the Shorth estimator (Probl...

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Let the density f(x) be a decreasing function of x Show that the shortest interval covering a given probability is symmetric about 0 Use this result to calculate the IF of the Shorth estimator (Problem 2 16a) for data with distribution f ...

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Let the density f(x) be a decreasing function of |x|. Show that the shortest interval covering a

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Robust Statistics Theory And Methods