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| — | statistik:kde [2018/09/02 14:03] (current) – created phreazer | ||
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| + | ====== Kernel density estimation ====== | ||
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| + | Goal: Estimate the probability distriubtion of a random variable. | ||
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| + | 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. | ||
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| + | Discrete method: Histogram | ||
| + | Continues methods: Use KDE. Consistent and continous estimator of the denisty based on a sequence of densities. | ||
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