On Estimation of a Probability Density Function and Mode

196210,391 citationsJournal Articlebronze Open Access

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Abstract

Abstract : Given a sequence of independent identically distributed random variables with a common probability density function, the problem of the estimation of a probability density function and of determining the mode of a probability function are discussed. Only estimates which are consistent and asymptotically normal are constructed. (Author)

Topics & Keywords

Bayesian Methods and Mixture Models Distributed Sensor Networks and Detection Algorithms Probability and Risk Models

Publication Details

Published in: The Annals of Mathematical Statistics

Volume 33, Issue 3, pp. 1065-1076

DOI: 10.1214/aoms/1177704472

Field-Weighted Citation Impact: 29.37

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On Estimation of a Probability Density Function and Mode

Authors

Abstract

Topics & Keywords

Publication Details