<?xml version="1.0" encoding="UTF-8"?><!DOCTYPE article  PUBLIC "-//NLM//DTD Journal Publishing DTD v3.0 20080202//EN" "http://dtd.nlm.nih.gov/publishing/3.0/journalpublishing3.dtd"><article xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink" dtd-version="3.0" xml:lang="en" article-type="research article"><front><journal-meta><journal-id journal-id-type="publisher-id">OJS</journal-id><journal-title-group><journal-title>Open Journal of Statistics</journal-title></journal-title-group><issn pub-type="epub">2161-718X</issn><publisher><publisher-name>Scientific Research Publishing</publisher-name></publisher></journal-meta><article-meta><article-id pub-id-type="doi">10.4236/ojs.2015.54034</article-id><article-id pub-id-type="publisher-id">OJS-57440</article-id><article-categories><subj-group subj-group-type="heading"><subject>Articles</subject></subj-group><subj-group subj-group-type="Discipline-v2"><subject>Physics&amp;Mathematics</subject></subj-group></article-categories><title-group><article-title>
 
 
  On the Approximation of Maximum Deviation Spline Estimation of the Probability Density Gaussian Process
 
</article-title></title-group><contrib-group><contrib contrib-type="author" xlink:type="simple"><name name-style="western"><surname>ukhammadjon</surname><given-names>S. Muminov</given-names></name><xref ref-type="aff" rid="aff1"><sup>1</sup></xref><xref ref-type="corresp" rid="cor1"><sup>*</sup></xref></contrib><contrib contrib-type="author" xlink:type="simple"><name name-style="western"><surname>Kholiqjon</surname><given-names>S. Soatov</given-names></name><xref ref-type="aff" rid="aff2"><sup>2</sup></xref></contrib></contrib-group><aff id="aff2"><addr-line>Tashkent University of Information Technologies, Tashkent, Uzbekistan</addr-line></aff><aff id="aff1"><addr-line>Institute of Mathematics, National University of Uzbekistan, Tashkent, Uzbekistan</addr-line></aff><author-notes><corresp id="cor1">* E-mail:<email>m.muhammad@rambler.ru(USM)</email>;</corresp></author-notes><pub-date pub-type="epub"><day>22</day><month>05</month><year>2015</year></pub-date><volume>05</volume><issue>04</issue><fpage>334</fpage><lpage>339</lpage><history><date date-type="received"><day>23</day>	<month>March</month>	<year>2015</year></date><date date-type="rev-recd"><day>accepted</day>	<month>22</month>	<year>June</year>	</date><date date-type="accepted"><day>26</day>	<month>June</month>	<year>2015</year></date></history><permissions><copyright-statement>&#169; Copyright  2014 by authors and Scientific Research Publishing Inc. </copyright-statement><copyright-year>2014</copyright-year><license><license-p>This work is licensed under the Creative Commons Attribution International License (CC BY). http://creativecommons.org/licenses/by/4.0/</license-p></license></permissions><abstract><p>
 
 
  In the paper, the deviation of the spline estimator for the unknown probability density is approximated with the Gauss process. It is also found zeros for the infimum of variance of the derivation from the approximating process.
 
</p></abstract><kwd-group><kwd>Spline-Estimator</kwd><kwd> Distribution Function</kwd><kwd> Gauss Process</kwd></kwd-group></article-meta></front><body><sec id="s1"><title>1. Introduction</title><p>The present work is a continuation of the work [<xref ref-type="bibr" rid="scirp.57440-ref1">1</xref>] , that’s why we use notations admitted in it. We shall not turn our attention to more detailed review because it is given [<xref ref-type="bibr" rid="scirp.57440-ref1">1</xref>] .</p><p>Let <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x6.png" xlink:type="simple"/></inline-formula> be a simple sample from the parent population with the probability density <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x7.png" xlink:type="simple"/></inline-formula> concentrated and continuous on the segment<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x8.png" xlink:type="simple"/></inline-formula>. Let <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x9.png" xlink:type="simple"/></inline-formula> be a cubic spline interpolating values <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x10.png" xlink:type="simple"/></inline-formula> at the points<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x11.png" xlink:type="simple"/></inline-formula>, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x12.png" xlink:type="simple"/></inline-formula>with the boundary conditions</p><disp-formula id="scirp.57440-formula26"><graphic  xlink:href="http://html.scirp.org/file/10-1240494x13.png"  xlink:type="simple"/></disp-formula><p>where<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x14.png" xlink:type="simple"/></inline-formula>, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x15.png" xlink:type="simple"/></inline-formula>, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x16.png" xlink:type="simple"/></inline-formula>, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x17.png" xlink:type="simple"/></inline-formula>as<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x18.png" xlink:type="simple"/></inline-formula>.</p><p>Remind that</p><p><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x19.png" xlink:type="simple"/></inline-formula>,</p><p><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x20.png" xlink:type="simple"/></inline-formula>,</p><p><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x21.png" xlink:type="simple"/></inline-formula>,</p><p>where<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x22.png" xlink:type="simple"/></inline-formula>, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x22.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x23.png" xlink:type="simple"/></inline-formula>is the kernel of the spline, see [<xref ref-type="bibr" rid="scirp.57440-ref1">1</xref>] , <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x22.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x23.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x24.png" xlink:type="simple"/></inline-formula>is a sequence</p><p>of Wiener processes.</p><p>Denote by <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x25.png" xlink:type="simple"/></inline-formula> the distribution function of the random variable</p><p><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x26.png" xlink:type="simple"/></inline-formula>,</p><p>and by <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x27.png" xlink:type="simple"/></inline-formula> the distribution functions of the random variable</p><p><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x28.png" xlink:type="simple"/></inline-formula>,</p><p>where</p><disp-formula id="scirp.57440-formula27"><label>. (1)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/10-1240494x29.png"  xlink:type="simple"/></disp-formula><p>In the second section of the work, Theorem 2 and 3 are proven:</p><disp-formula id="scirp.57440-formula28"><graphic  xlink:href="http://html.scirp.org/file/10-1240494x30.png"  xlink:type="simple"/></disp-formula><p>and</p><disp-formula id="scirp.57440-formula29"><graphic  xlink:href="http://html.scirp.org/file/10-1240494x31.png"  xlink:type="simple"/></disp-formula><p>And it is also stated (Theorem 5) that</p><disp-formula id="scirp.57440-formula30"><graphic  xlink:href="http://html.scirp.org/file/10-1240494x32.png"  xlink:type="simple"/></disp-formula></sec><sec id="s2"><title>2. Formulation and Proof the of Main Results</title><p>It holds the following</p><p>Theorem 1. Let <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x33.png" xlink:type="simple"/></inline-formula> and <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x33.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x34.png" xlink:type="simple"/></inline-formula> be random variables, in addition <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x33.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x34.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x35.png" xlink:type="simple"/></inline-formula> for some<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x33.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x34.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x35.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x36.png" xlink:type="simple"/></inline-formula>,<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x33.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x34.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x35.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x36.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x37.png" xlink:type="simple"/></inline-formula>. Then for any x</p><p><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x38.png" xlink:type="simple"/></inline-formula>.</p><p>The proof of this statement is easy, therefore we omit it.</p><p>Theorems 2 and Theorem 3 will be proved by the mthods given in [<xref ref-type="bibr" rid="scirp.57440-ref2">2</xref>] .</p><p>Theorem 2. Let<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x39.png" xlink:type="simple"/></inline-formula>, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x39.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x40.png" xlink:type="simple"/></inline-formula>, and there exist a constant <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x39.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x40.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x41.png" xlink:type="simple"/></inline-formula> such that</p><disp-formula id="scirp.57440-formula31"><label>. (2)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/10-1240494x42.png"  xlink:type="simple"/></disp-formula><p>Then under our assumption a) and b) concerning<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x43.png" xlink:type="simple"/></inline-formula>, there exists a constant <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x43.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x44.png" xlink:type="simple"/></inline-formula> such that for sufficiently large n</p><p><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x45.png" xlink:type="simple"/></inline-formula>.</p><p>Proof. By the main Theorem from [<xref ref-type="bibr" rid="scirp.57440-ref1">1</xref>] ,</p><disp-formula id="scirp.57440-formula32"><label>, (3)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/10-1240494x46.png"  xlink:type="simple"/></disp-formula><p>and for any <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x47.png" xlink:type="simple"/></inline-formula></p><disp-formula id="scirp.57440-formula33"><label>. (4)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/10-1240494x48.png"  xlink:type="simple"/></disp-formula><p>Set<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x49.png" xlink:type="simple"/></inline-formula>.</p><p>Theorem 2 follows now from Theorem 1, relations (2) from [<xref ref-type="bibr" rid="scirp.57440-ref1">1</xref>] , inequalities (3) and (4), and the fact that the</p><p>random variables <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x50.png" xlink:type="simple"/></inline-formula> and <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x50.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x51.png" xlink:type="simple"/></inline-formula> have the same distribution.</p><p>Theorem 3. If conditions of Theorem 2 hold and<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x52.png" xlink:type="simple"/></inline-formula>, then for sufficiently large n</p><p><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x53.png" xlink:type="simple"/></inline-formula>,</p><p>where <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x54.png" xlink:type="simple"/></inline-formula> is a constant, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x54.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x55.png" xlink:type="simple"/></inline-formula>, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x54.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x55.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x56.png" xlink:type="simple"/></inline-formula>is defined in (2).</p><p>Proof. From the interpolation condition</p><disp-formula id="scirp.57440-formula34"><graphic  xlink:href="http://html.scirp.org/file/10-1240494x57.png"  xlink:type="simple"/></disp-formula><p>we have</p><p><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x58.png" xlink:type="simple"/></inline-formula>.</p><p>One can easily note that <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x59.png" xlink:type="simple"/></inline-formula> is a cubical spline interpolating of</p><p><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x60.png" xlink:type="simple"/></inline-formula>,</p><p>in the points of interpolation<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x61.png" xlink:type="simple"/></inline-formula>,<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x61.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x62.png" xlink:type="simple"/></inline-formula>. On the other hand<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x61.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x62.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x63.png" xlink:type="simple"/></inline-formula>. By Theorem 9 from the monograph [<xref ref-type="bibr" rid="scirp.57440-ref3">3</xref>] we get</p><disp-formula id="scirp.57440-formula35"><label>, (5)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/10-1240494x64.png"  xlink:type="simple"/></disp-formula><p>where</p><disp-formula id="scirp.57440-formula36"><graphic  xlink:href="http://html.scirp.org/file/10-1240494x65.png"  xlink:type="simple"/></disp-formula><p><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x66.png" xlink:type="simple"/></inline-formula>.</p><p>The relation (5) implies that for arbitrary <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x67.png" xlink:type="simple"/></inline-formula></p><disp-formula id="scirp.57440-formula37"><graphic  xlink:href="http://html.scirp.org/file/10-1240494x68.png"  xlink:type="simple"/></disp-formula><p>It remains to choose <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x69.png" xlink:type="simple"/></inline-formula> and using Theorem 1 [<xref ref-type="bibr" rid="scirp.57440-ref1">1</xref>] . Theorem 3 is proved.</p><p>Relations <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x70.png" xlink:type="simple"/></inline-formula> imply</p><p>Theorem 4. First order mean square derivations of the Gauss process <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x71.png" xlink:type="simple"/></inline-formula> are continuous in [0, 1], and second order mean square derivations do not have discontinuity in the points of the spline interpolation.</p><p>Let now <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x72.png" xlink:type="simple"/></inline-formula> be points of the cubical spline interpolation, and <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x72.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x73.png" xlink:type="simple"/></inline-formula> be a uniform partition of the interval [0, 1]. Is is valid the following</p><p>Theorem 5. 1) The variance of mean square derivations of the Gauss process</p><p><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x74.png" xlink:type="simple"/></inline-formula>vanishes in the intervals <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x74.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x75.png" xlink:type="simple"/></inline-formula> and <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x74.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x75.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x76.png" xlink:type="simple"/></inline-formula> at the points <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x74.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x75.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x76.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x77.png" xlink:type="simple"/></inline-formula> and<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x74.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x75.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x76.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x77.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x78.png" xlink:type="simple"/></inline-formula>, respectively;</p><p>2) If the variance vanishes also in intervals<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x79.png" xlink:type="simple"/></inline-formula>, then there will be not more than two roots in each interval.</p><p>Proof. At the beginning of the proof of the theorem, we proceed as in [<xref ref-type="bibr" rid="scirp.57440-ref2">2</xref>] . Let<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x80.png" xlink:type="simple"/></inline-formula>. Then using the relation ([<xref ref-type="bibr" rid="scirp.57440-ref4">4</xref>] , p. 28)</p><disp-formula id="scirp.57440-formula38"><graphic  xlink:href="http://html.scirp.org/file/10-1240494x81.png"  xlink:type="simple"/></disp-formula><p>we get for <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x82.png" xlink:type="simple"/></inline-formula></p><disp-formula id="scirp.57440-formula39"><label>(6)</label><graphic position="anchor" xlink:href="http://html.scirp.org/file/10-1240494x83.png"  xlink:type="simple"/></disp-formula><p>Substituting into (6)</p><disp-formula id="scirp.57440-formula40"><graphic  xlink:href="http://html.scirp.org/file/10-1240494x84.png"  xlink:type="simple"/></disp-formula><p>and taking into account that<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x85.png" xlink:type="simple"/></inline-formula>, we obtain</p><disp-formula id="scirp.57440-formula41"><graphic  xlink:href="http://html.scirp.org/file/10-1240494x86.png"  xlink:type="simple"/></disp-formula><p>or</p><disp-formula id="scirp.57440-formula42"><graphic  xlink:href="http://html.scirp.org/file/10-1240494x87.png"  xlink:type="simple"/></disp-formula><p>We find analogously</p><disp-formula id="scirp.57440-formula43"><graphic  xlink:href="http://html.scirp.org/file/10-1240494x88.png"  xlink:type="simple"/></disp-formula><p>and also</p><disp-formula id="scirp.57440-formula44"><graphic  xlink:href="http://html.scirp.org/file/10-1240494x89.png"  xlink:type="simple"/></disp-formula><p>Generalizing the obtained results, we have</p><disp-formula id="scirp.57440-formula45"><graphic  xlink:href="http://html.scirp.org/file/10-1240494x90.png"  xlink:type="simple"/></disp-formula><p>Denote<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x91.png" xlink:type="simple"/></inline-formula>. The equality</p><disp-formula id="scirp.57440-formula46"><graphic  xlink:href="http://html.scirp.org/file/10-1240494x92.png"  xlink:type="simple"/></disp-formula><p>implies</p><disp-formula id="scirp.57440-formula47"><graphic  xlink:href="http://html.scirp.org/file/10-1240494x93.png"  xlink:type="simple"/></disp-formula><p>On the other hand,</p><disp-formula id="scirp.57440-formula48"><graphic  xlink:href="http://html.scirp.org/file/10-1240494x94.png"  xlink:type="simple"/></disp-formula><p>where</p><p><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x95.png" xlink:type="simple"/></inline-formula>.</p><p>Obviously,<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x96.png" xlink:type="simple"/></inline-formula>. The point <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x96.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x97.png" xlink:type="simple"/></inline-formula> will be a solution of the equation</p><p><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x98.png" xlink:type="simple"/></inline-formula>. Recall that<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x98.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x99.png" xlink:type="simple"/></inline-formula>. Like the case of<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x98.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x99.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x100.png" xlink:type="simple"/></inline-formula>, we can act analogously in the case of<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x98.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x99.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x100.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x101.png" xlink:type="simple"/></inline-formula>,</p><p>i.e. at<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x102.png" xlink:type="simple"/></inline-formula>, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x102.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x103.png" xlink:type="simple"/></inline-formula>when<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x102.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x103.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x104.png" xlink:type="simple"/></inline-formula>.</p><p>The first part of Theorem 5 is proved.</p><p>Let pass to the proof of the second part. Both in the case of<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x105.png" xlink:type="simple"/></inline-formula>, i.e. when<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x105.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x106.png" xlink:type="simple"/></inline-formula>, <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x105.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x106.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x107.png" xlink:type="simple"/></inline-formula>, and in the case of<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x105.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x106.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x107.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x108.png" xlink:type="simple"/></inline-formula>, the equality</p><disp-formula id="scirp.57440-formula49"><graphic  xlink:href="http://html.scirp.org/file/10-1240494x109.png"  xlink:type="simple"/></disp-formula><p>is valid for<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x110.png" xlink:type="simple"/></inline-formula>,<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x110.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x111.png" xlink:type="simple"/></inline-formula>.</p><p>The explicit form of <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x112.png" xlink:type="simple"/></inline-formula> is given in Muminov (1987), and it is very cumbersome.</p><p>Note, in this case <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x113.png" xlink:type="simple"/></inline-formula> also.</p><p>One can easily see that <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x114.png" xlink:type="simple"/></inline-formula> is the sum of second powers of quadratic trinomials with respect to<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x114.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x115.png" xlink:type="simple"/></inline-formula>, and it has not more than two real roots if they exist in [0, 1].</p><p>The first part of Theorem 5 is proved.</p><p>At last, Theorems 2 and 3 imply that limit distributions of the random variables <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x116.png" xlink:type="simple"/></inline-formula> and <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x116.png" xlink:type="simple"/></inline-formula><inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x117.png" xlink:type="simple"/></inline-formula></p><p>coincide. However, the Gauss process <inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x118.png" xlink:type="simple"/></inline-formula> does not have second order mean square derivatives in the inter-</p><p>polation points for the spline, and<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x119.png" xlink:type="simple"/></inline-formula>. Therefore one can not apply results of the works [<xref ref-type="bibr" rid="scirp.57440-ref5">5</xref>] -[<xref ref-type="bibr" rid="scirp.57440-ref7">7</xref>]</p><p>to investigate the distribution of the maximum of<inline-formula><inline-graphic xlink:href="http://html.scirp.org/file/10-1240494x120.png" xlink:type="simple"/></inline-formula>. This deficiency has been removed in [<xref ref-type="bibr" rid="scirp.57440-ref8">8</xref>] .</p></sec><sec id="s3"><title>NOTES</title></sec></body><back><ref-list><title>References</title><ref id="scirp.57440-ref1"><label>1</label><mixed-citation publication-type="other" xlink:type="simple">Muminov, M.S. and Soatov, Kh. (2011) A Note on Spline Estimator of Unknown Probability Density Function. Open Journal of Statistics, 157-160. http://dx.doi.org/10.4236/ojs.2011.13019</mixed-citation></ref><ref id="scirp.57440-ref2"><label>2</label><mixed-citation publication-type="other" xlink:type="simple">Khashimov, Sh.A. and Muminov, M.S. (1987) The Limit Distribution of the Maximal Deviation of a Spline Estimate of a Probability Density. Journal of Mathematical Sciences, 38, 2411-2421.</mixed-citation></ref><ref id="scirp.57440-ref3"><label>3</label><mixed-citation publication-type="other" xlink:type="simple">Stechkin, S.B. and Subbotin, Yu.N. (1976) Splines in Computational Mathematics. Nauka, Moscow, 272p.</mixed-citation></ref><ref id="scirp.57440-ref4"><label>4</label><mixed-citation publication-type="other" xlink:type="simple">Hardy G.G., Littlewood, J.E. and Polio, G. (1948) Inequalities. Moscow. IL, 456 p.  
http://dx.doi.org/10.1007/BF01095085</mixed-citation></ref><ref id="scirp.57440-ref5"><label>5</label><mixed-citation publication-type="other" xlink:type="simple">Berman, S.M. (1974) Sojourns and Extremes of Gaussian Processes. Annals of Probability, 2, 999-1026.  
http://dx.doi.org/10.1214/aop/1176996495</mixed-citation></ref><ref id="scirp.57440-ref6"><label>6</label><mixed-citation publication-type="other" xlink:type="simple">Rudzkis, R.O. (1985) Probability of the Large Outlier of Nonstationary Gaussian Process. Lit. Math. Sb., XXV, 143-154.</mixed-citation></ref><ref id="scirp.57440-ref7"><label>7</label><mixed-citation publication-type="other" xlink:type="simple">Azais, J.-M. and Wschebor, M. (2009) Level Sets and Extrema of Random Processes and Fields, Wiley, Hoboken,  290p.</mixed-citation></ref><ref id="scirp.57440-ref8"><label>8</label><mixed-citation publication-type="other" xlink:type="simple">Muminov, M.S. (2010) On Approximation of the Probability of the Large Outlier of Nonstationary Gauss Process. Siberian Mathematical Journal, 51, 144-161. http://dx.doi.org/10.1007/s11202-010-0015-6</mixed-citation></ref></ref-list></back></article>