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Attributing a probability to the shape of a probability density

Hall, Peter; Ooi, Hong

Description

We discuss properties of two methods for ascribing probabilities to the shape of a probability distribution. One is based on the idea of counting the number of modes of a bootstrap version of a standard kernel density estimator. We argue that the simplest form of that method suffers from the same difficulties that inhibit level accuracy of Silverman's bandwidth-based test for modality: the conditional distribution of the bootstrap form of a density estimator is not a good approximation to...[Show more]

CollectionsANU Research Publications
Date published: 2004
Type: Journal article
URI: http://hdl.handle.net/1885/99987
Source: Annals of Statistics
DOI: 10.1214/009053604000000607

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