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
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Cited in

(4)

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

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