Some theoretical results regarding the polygonal distribution |
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Authors: | Hien D Nguyen Geoffrey J McLachlan |
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Institution: | 1. Department of Mathematics and Statistics, La Trobe University, Melbourne, Australiah.nguyen5@latrobe.edu.au;3. School of Mathematics and Physics, University of Queensland, St. Lucia, Australia |
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Abstract: | Polygonal distributions are a class of distributions that can be defined via the mixture of triangular distributions over the unit interval. We demonstrate that the densities of polygonal distributions are dense in the class of continuous and concave densities with bounded second derivatives. Furthermore, we prove that polygonal density functions provide O(g? 2) approximations (where g is the number of triangular distribution components), in the supremum distance, to any density function from the hypothesized class. Parametric consistency and Hellinger consistency results for the maximum likelihood (ML) estimator are obtained. A result regarding model selection via penalized ML estimation is proved. |
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Keywords: | Consistency Piecewise linear approximations Polygonal distributions Triangular Distributions |
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