Estimation of Probability Density
Murthy, V. K.
Ann. Math. Statist., Tome 36 (1965) no. 6, p. 1027-1031 / Harvested from Project Euclid
Assuming that the distribution being sampled is absolutely continous, Parzen [3] has established the consistency and asymptotic normality of a class of estimators $\{f_n(x)\}$ based on a random sample of size $n$, for estimating the probability density. In this paper, we relax the assumption of absolute continuity of the distribution $F(x)$ and show that the class of estimators $\{f_n(x)\}$ still consistently estimate the density at all points of continuity of the distribution $F(x)$ where the density $f(x)$ is also continuous. It is further shown that the sequence of estimators $\{f_n(x)\}$ are asymptotically normally distributed. The extension of these results to the bi-variate and essentially the multi-variate case with applications and a discussion on the construction of higher dimensional windows will be presented at the International Symposium in Multivariate Analysis to be held in Dayton, Ohio during June 1965.
Publié le : 1965-06-14
Classification: 
@article{1177700074,
     author = {Murthy, V. K.},
     title = {Estimation of Probability Density},
     journal = {Ann. Math. Statist.},
     volume = {36},
     number = {6},
     year = {1965},
     pages = { 1027-1031},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177700074}
}
Murthy, V. K. Estimation of Probability Density. Ann. Math. Statist., Tome 36 (1965) no. 6, pp.  1027-1031. http://gdmltest.u-ga.fr/item/1177700074/