Estimation of probability densities by empirical density functionst
نویسنده
چکیده
The empirical density function, a simple modification and improvement of the usual histogram, is defined and its properties are studied. An analysis is presented which enables the interval width to be chosen. The estimators are modified for the important practical case of bounded random variables. Finally, the problems of writing a programme to compute the functions are considered along with some Monte Carlo examples and a practical example from the National Uranium Resource Evaluation study conducted by the United States Energy Research and Development Administration. It is recommended that these techniques be introduced at all levels of statistical courses so that they will become more widely utilized.
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