Drawing a random sample from a density selected at random (Q1099906)

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Drawing a random sample from a density selected at random
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    Drawing a random sample from a density selected at random (English)
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    1986
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    We provide a model to build up prior distributions over density functions, in order to randomly select a density from that prior. We also indicate how to draw a random sample from a density which is arbitrary close to the randomly selected density, in a reasonable amount of time.
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    comparison of density estimators
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    orthonormal basis
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    random sample generation
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    prior distributions
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    randomly selected density
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