Show pageOld revisionsBacklinksBack to top This page is read only. You can view the source, but not change it. Ask your administrator if you think this is wrong. ====== Kernel density estimation ====== Goal: Estimate the probability distriubtion of a random variable. Motivation: In classical statitics it is assumed that statistical phenomen follow a particular probability distribution which realize as sample. In non-parametric statistics method are applied to identify the original distribution based on a sample. Discrete method: Histogram Continues methods: Use KDE. Consistent and continous estimator of the denisty based on a sequence of densities. statistik/kde.txt Last modified: 2018/09/02 12:03by phreazer