Deconvolution of a Distribution Function
分布函数的反卷积
We consider the estimation of a distribution function when observations from this distribution are contaminated by measurement error. The unknown distribution is modeled as a mixture of a finite number of known distributions. Model parameters can be estimated and confidence intervals constructed using well-known likelihood theory. We show that it is also possible to apply this approach to estimation of a unimodal distribution. An application is presented using data from a…