### Estimation of the $k$th Derivative of a Distribution Function

Carl Maltz
Source: Ann. Statist. Volume 2, Number 2 (1974), 359-361.

#### Abstract

Estimation of the $k$th derivative of a df by means of the $k$th-order difference quotients of the empiric df is investigated. In particular, consistency conditions are given, the asymptotic bias, variance, and mean-squared error of the estimator are computed, and means of minimizing the latter are discussed.

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Primary Subjects: 62G05
Secondary Subjects: 62F10
Full-text: Open access