Title :
Nonparametric method of a confidential estimation of a probability density
Author :
Lapko, Alexandr V. ; Lapko, Vasily A.
Author_Institution :
Inst. of Comput. Modelling, Krasnoyarsk, Russia
Abstract :
A technique for the construction of confidence limits for the multi-dimensional probability density function is proposed and its efficiency as a function of the probabilistic characteristics of the procedure of decomposition of the domain of variation of the random variable is investigated.
Keywords :
probability; confidential estimation; decomposition; multidimensional probability density function; nonparametric method; probabilistic characteristics; random variable; Approximation methods; Computers; Estimation; Kernel; Probability density function; Random variables; Freedman-Diaconis rule; Heinhold-Gaede rule; Scott´s rule; confidence limits; decomposition of initial data; nonparametric estimation; nonparametric statistics; probability density function;
Conference_Titel :
Control and Communications (SIBCON), 2015 International Siberian Conference on
Conference_Location :
Omsk
Print_ISBN :
978-1-4799-7102-2
DOI :
10.1109/SIBCON.2015.7147119
