Comparison of density estimators. [Estimation of probability density functions]

Conference · Thu Sep 01 00:00:00 EDT 1977

OSTI ID:5259503

Kao, S; Monahan, J F

Recent work in the field of probability density estimation has included the introduction of some new methods, such as the polynomial and spline methods and the nearest neighbor method, and the study of asymptotic properties in depth. This earlier work is summarized here. In addition, the computational complexity of the various algorithms is analyzed, as are some simulations. The object is to compare the performance of the various methods in small samples and their sensitivity to change in their parameters, and to attempt to discover at what point a sample is so small that density estimation can no longer be worthwhile. (RWR)

• Research Organization: Brookhaven National Lab., Upton, N.Y. (USA)
• DOE Contract Number: EY-76-C-02-0016
• OSTI ID: 5259503
• Report Number(s): BNL-23305; CONF-770874-2
• Resource Relation: Conference: Proceedings of the statistical computing section-American Statistical Association, Chicago, IL, USA, 15 Aug 1977
• Country of Publication: United States
• Language: English

Related Subjects

99 GENERAL AND MISCELLANEOUS//MATHEMATICS, COMPUTING, AND INFORMATION SCIENCE
PROBABILITY
ALGORITHMS
MATHEMATICS
PERFORMANCE
SAMPLING
MATHEMATICAL LOGIC
990200* - Mathematics & Computers