Probability density evolution method for probability density function estimation of random variables

MaRDI QIDQ3414892zbMATH OpenFDO

Authors Jianbing Chen, Jie Li

Publication date 12 January 2007

zbMATH Keywords

engineering analysis

Mathematics Subject Classification ID

Density estimation (62G07) Inference from stochastic processes (62M99) Applications of statistics in engineering and industry; control charts (62P30)

Recommendations

• Improving the accuracy of estimation of unknown random variable probability density over empirical data
• Efficient evaluation of the pdf of a random variable through the kernel density maximum entropy approach
• Estimating the density of a functional of several random variables
• Probability density evolution method for dynamic response analysis of structures with uncertain parameters
• The soft Monte Carlo method

Cited in

(5)

• A new method of drawing probability densities.
• The soft Monte Carlo method
• Probability density estimation in stochastic environmental models using reverse representa\-tions
• Efficient evaluation of the pdf of a random variable through the kernel density maximum entropy approach
• On the Riesz estimation of multivariate probability density functions

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