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

zbMATH Open1104.62124MaRDI QIDQ3414892FDOQ3414892

Authors: Jianbing Chen, Jie Li 

Publication date: 12 January 2007

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

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)

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

This page was built for publication: Probability density evolution method for probability density function estimation of random variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3414892)