Deconvolution by simulation

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Authors
Mallows, Colin
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Abstract
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Given samples (x_1,...,x_m) and (z_1,...,z_n) which we believe are independent realizations of random variables X and Z respectively, where we further believe that Z=X+Y with Y independent of X, the problem is to estimate the distribution of Y. We present a new method for doing this, involving simulation. Experiments suggest that the method provides useful estimates.
Comment: Published at http://dx.doi.org/10.1214/074921707000000021 in the IMS Lecture Notes Monograph Series (http://www.imstat.org/publications/lecnotes.htm) by the Institute of Mathematical Statistics (http://www.imstat.org)
Keywords
Statistics - Computation, 60J10, 62G05, 94C99 (Primary)
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