If $\hat{F}$ - estimated empirical CDF, then what does $(\hat{F}) \ll F_{empirical}$ mean? (Absolutely continuous on $F_{emp}$)

54 Views Asked by At

Here is the part of the definition I don't get: Given $X^n$, let $\hat{F}$ be a CDF that is absolutely continuous on $F_e \ \ (\hat{F}\ll F_e)$. What does it mean?

1

There are 1 best solutions below

0
On BEST ANSWER

Consider a probability measure $\hat{\mu}_n$ with distribution function $\hat{F}$ and a probability measure $\mu_e$ with distribution function $F_e$. Then $\hat{\mu}_n$ should be absolutely continious with respect to measure $\mu_e$.