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JOURNALS // Sistemy i Sredstva Informatiki [Systems and Means of Informatics] // Archive

Sistemy i Sredstva Inform., 2012 Volume 22, Issue 1, Pages 167–179 (Mi ssi273)

This article is cited in 2 papers

Stability of normal scale mixtures with respect to variations in mixing distribution

A. K. Gorshenin

Institute for Problems of Informatics of RAS

Abstract: The problem of stability of finite-scale mixtures of normal distributions with respect to small parameter variations for two practically important cases is examined. The stability is set in terms of two-sided inequalities for the Lévy metrics between mixing distributions and mixtures.

Keywords: scale mixtures of normal distributions; Lévy metric.

Received: 03.06.2012



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