An Approach on Function Estimation and Density Estimation

• Main Author: 莊宗霖
• Other Authors: 高正雄
• Format: Others
• Language: en_US
• Published: 2003
• Online Access: http://ndltd.ncl.edu.tw/handle/92765889113139635622

碩士 === 國立中正大學 === 數理統計研究所 === 91 === A recent approach using argument on expectation of random variables for estimation of unknown functional values based on some known values of the function at various points is investigated by way of empirical simulation. The approach can be applied to do estimation on probability density functions based on random samples from the assumed distribution. Theoretical formulations are presented to express the estimators in each case. Such estimators are more extensive than the traditional kernel type estimators for estimating unknown functions and probability density functions. This empirical simulation produce insight regarding the role of selected bandwidth, size of random sample and type of the subject distributions.