We propose a method for reconstructing a probability density function (pdf) from a sample of an n-dimensional probability distribution. The method works by iteratively applying some simple ...

A non-Bayesian derivation of the predictive estimate of a multivariate normal density function is given. The estimate is obtained as best invariant estimate in terms of a goodness-of-fit criterion ...

Leonard Fortuin, Five Popular Probability Density Functions: A Comparison in the Field of Stock-Control Models, The Journal of the Operational Research Society, Vol. 31, No. 10 (Oct., 1980), pp.

Building on the widely-used double-lognormal approach by Bahra (1997), this paper presents a multi-lognormal approach with restrictions to extract risk-neutral probability density functions (RNPs) for ...

CBSE Class 10 Probability Notes: Here, find revision notes for class 10 Maths Chapter 14 Probability. Find the list of important formulas, derivations, and concepts along with a PDF download link ...