Nonparametric Density Estimation
Contrary to the treatment of the histogram in statistics textbooks we have shown that the histogram is more than just a convenient tool for giving a graphical representation of an empirical frequency distribution. It is a serious and widely used method for estimating an unknown pdf. Yet, the histogram has some shortcomings and hopefully this chapter will persuade you that the method of kernel density estimation is in many respects preferable to the histogram.
KeywordsKernel Function Kernel Density Kernel Density Estimation Optimal Bandwidth Kernel Density Estimator
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