Nonparametric estimation of a mix probability density ,based on technology duplication of statistical data


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The nonparametric estimation of the mix probability density which synthesis is based on technology duplication of statistical data is investigated. The asymptotic unbiasedness conditions and solvencies are determined. On this basis the properties comparison of the offered estimation of the mix probability density with the nonparametric estimation such as Rozenblatt-Parzen is carried out.

参考

  1. Parzen, E. On estimation of a probability density function and mode / E. Parzen // Ann. Math. Statistic. 1962. V o l. 33. P . 1065-1076.
  2. Епанечников, В. А. Непараметрическая оценка многомерной плотности вероятности // Теория вероятности и ее применения. 1969. Т. 14. Вып. 1. С. 156-161.

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