Сибирский федеральный университет

Тип публикации: статья из журнала

Год издания: 2017

Идентификатор DOI: 10.17516/1997-1397-2017-10-1-16-21

Ключевые слова: Error estimate, MISE, Numerical probabilistic analysis, Probability density function derivatives, Probability density functions estimation, Richardson’s extrapolation, Runge’s rule

Аннотация: 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 derivative 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. © Siberian Federal University. All rights reserved.

Журнал: Journal of Siberian Federal University - Mathematics and Physics

Выпуск журнала: Vol. 10, Is. 1

Номера страниц: 16-21

• Dobronets Boris S. (Institute of Space and Information Technology Siberian Federal University)
• Popova Olga A. (Institute of Space and Information Technology Siberian Federal University)

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