Analysis of data from continuous probability distributions

Given a set of points drawn from an unknown continuous probability distribution, one often wishes to infer the underlying distribution. This distribution can be estimated using a simple scalar field theory. Fluctuations around the estimate are characterized by a robust measure of goodness of fit, analogous to the conventional chi(2), whose distribution can also be calculated. The resulting method of data analysis has some advantages over conventional approaches. [S0031-9007(97)04449-9].