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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2001 Volume 46, Issue 2, Pages 366–370 (Mi tvp3923)

This article is cited in 3 papers

Short Communications

On the Problem of Reconstructing a Summands Distribution by Their Sum

D. V. Belomestny

M. V. Lomonosov Moscow State University

Abstract: This paper considers the problem of reconstructing a distribution of independent identically distributed random variables by the distribution of their sum in which each summand is included with a probability $1-p$. We show the ambiguity of this reconstruction in the case of an arbitrary (including odd) number of summands for $0\le p<\frac12$.

Keywords: summands, distribution, sum, decomposition, convolution, components.

Received: 25.10.2000

DOI: 10.4213/tvp3923


 English version:
Theory of Probability and its Applications, 2002, 46:2, 336–341

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