Title :
Probability Density Function Estimation Based on Windowed Fourier Transform of Characteristic Function
Author :
Xie, Junhao ; Wang, Zexun
Author_Institution :
Dept. of Electron. Eng., Harbin Inst. of Technol., Harbin, China
Abstract :
It is known that the probability density function (PDF) of a continuous random variable is Fourier transform of the characteristic function (CF). In this paper, we propose a new type of PDF estimator based on windowed Fourier transform of CF. The window length is determined by Parseval theorem. Simulation comparisons are given to verify the validity and effectiveness of the proposed algorithm.
Keywords :
Fourier transforms; probability; Parseval theorem; characteristic function; probability density function estimation; windowed Fourier transform; Equations; Fourier transforms; Frequency domain analysis; Frequency estimation; Histograms; Kernel; Mean square error methods; Probability density function; Probability distribution; Random variables;
Conference_Titel :
Image and Signal Processing, 2009. CISP '09. 2nd International Congress on
Conference_Location :
Tianjin
Print_ISBN :
978-1-4244-4129-7
Electronic_ISBN :
978-1-4244-4131-0
DOI :
10.1109/CISP.2009.5300813
