Siberian Federal University 
- Issue
- Journal of Siberian Federal University. Mathematics & Physics. 2017 10 (1)
- Authors
- Dobronets, Boris S.; Popova, Olga A.
- Contact information
- Dobronets, Boris S.:Institute of Space and Information Technology Siberian Federal University Kirenskogo, 26, Krasnoyarsk, 660074 Russia; ; Popova, Olga A.: Institute of Space and Information Technology Siberian Federal University Kirenskogo, 26, Krasnoyarsk, 660074 Russia;
- Keywords
- MISE; error estimate; Richardson’s extrapolation; Runge’s rule; probability density functions estimation; probability density function derivatives; Numerical probabilistic analysis
- Abstract
The paper considers the new approach to the reconstruction of the probability density function similarly the averaged shifted histogram method. An algorithm is used Richardson’s extrapolation for increasing accuracy. We prove the estimates of the accuracy of the probability density function and its second deriva- tive to choose the optimal settings for smoothing the histogram and kernel estimators and to consider the optimal choice problem of the bandwidth parameter. Presented the results of numerical experiments
- Pages
- 16–21
- Paper at repository of SibFU
- https://elib.sfu-kras.ru/handle/2311/30130
Journal of Siberian Federal University. Mathematics & Physics / Improving the Accuracy of the Probability Density Function Estimation
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