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Comparison Of Two Density Estimations

Posted on:2011-02-17Degree:MasterType:Thesis
Country:ChinaCandidate:L ShiFull Text:PDF
GTID:2120360305489885Subject:Probability theory and mathematical statistics
Abstract/Summary:PDF Full Text Request
We have already known that if we know the density of the random variable,the statisti-cal properties of the random variables are also clear,Therefore,how to accurately estimate the density of random variables become very meaningful,this paper compared the data with heteroscedastic measurement error of the two kinds of density estimations,Respectively,kernel density estimation and B-spline density estimation,take a look at these two methods which is better for such data.
Keywords/Search Tags:Kernel Density Estimation, B-spline Density Estimation, MH Algorithm
PDF Full Text Request
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