Improving the accuracy of estimation of unknown random variable probability density over empirical data Original Research Article

A problem under study is to estimate an unknown probability density of a random variable basing on results of observations. Parzen–Rozenblatt estimates have been selected to solve the problem. A method improving the accuracy of the empirical density is suggested. It is based on extrapolation over a number of independent observations. Effectiveness of the method is demonstrated on an example of its application in a model problem. The method developed can be applied to estimate spectra of secondary particles while modeling processes of interactions of high energy particles in matter, in particular, while defining characteristics of neutron fields in electronuclear installations under study.