برآورد تابع چگالي احتمالي به روش هسته

The Estimation of Probability Density Function Using Kernel Approach

There exist four approaches to the density function estimation. In this paper Kernel estimation is studied in both univariate and multivariate analysis. The estimation result, however, is dependent crucially on the choice of bandwidth. Choosing too small a bandwidth may introduce a very rough estimate and use too large a bandwidth may cause an oversmoothing. Therefore, due to decreasing difference between density function and itʹs estimate, an optimal value for bandwidth has to be chosen. In the present paper some of approaches for estimating of bandwidth parameter are studied.