Quantifying uncertainty in the estimation of probability distributions.
We consider ordinary least squares parameter estimation problems where the unknown parameters to be estimated are probability distributions. A computational framework for quantification of uncertainty (e.g., standard errors) associated with the estimated parameters is given and sample numerical findings are presented.
Banks
H T
HT
North Carolina State University, Raleigh, North Carolina 27695-8205, USA. htbanks@ncsu.edu
Davis
Jimena L
JL
D015233:Models, Statistical; D011336:Probability; D035501:Uncertainty