Density estimation for statistics and data analysis

Silverman, Bernard W. (1986) Density estimation for statistics and data analysis. CRC Press. ISBN 9780412246203

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Abstract

The probability density function is a fundamental concept in statistics. Consider any random quantity X that has probability density function f . Specifying the function f gives a natural description of the distribution of X , and allows probabilities associated with X to be found from the relation Suppose, now, that we have a set of observed data points assumed to be a sample from an unknown probability density function. Density estimation, as discussed in this book, is the construction of an estimate of the density function from the observed data. The two main aims of the book are to explain how to estimate a density from a given data set and to explore how density estimates can be used, both in their own right and as an ingredient of other statistical procedures.

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Item Type: Book
Application references: Test for Multimodal Magnitude Distribution
Subjects: Methodology > Other-additional study
Project: SHEER project