Nonparametric method of a confidential estimation of a probability density

被引：0

作者：

Lapko, Alexandr V. ^{[1
]}

Lapko, Vasily A. ^{[2
]}

机构：

[1] Russian Acad Sci, Inst Comp Modelling, Siberian Branch, Krasnoyarsk, Russia

[2] Siberian State Aerosp Univ, Minist Educ & Sci Russian Federat, Krasnoyarsk, Russia

来源：

2015 INTERNATIONAL SIBERIAN CONFERENCE ON CONTROL AND COMMUNICATIONS (SIBCON) | 2015年

关键词：

probability density function; confidence limits; nonparametric estimation; decomposition of initial data; nonparametric statistics; Heinhold-Gaede rule; Freedman-Diaconis rule; Scott's rule;

D O I：

暂无

中图分类号：

TN [电子技术、通信技术];

学科分类号：

0809 ;

摘要：

A technique for the construction of confidence limits for the multi-dimensional probability density function is proposed and its efficiency as a function of the probabilistic characteristics of the procedure of decomposition of the domain of variation of the random variable is investigated.

引用

页数：3

共 9 条

[1] [Anonymous], PROBABILITY THEORY R, DOI DOI 10.1007/BF01025868
[2] [Anonymous], 1969, TEORIYA VEROYATNOSTE
[3] Goryainov V. B., 2001, MATH STAT TXB
[4] Heinhold I., 1964, INGENIEUR STAT
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[9] OPTIMAL AND DATA-BASED HISTOGRAMS
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[J]. BIOMETRIKA, 1979, 66 (03) : 605 - 610

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