statistik:kde

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statistik:kde [2018/09/02 14:03] (current)
phreazer created
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 +====== Kernel density estimation ======
 +
 +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.
 +
  
  • statistik/kde.txt
  • Last modified: 2018/09/02 14:03
  • by phreazer