We propose a method for reconstructing a probability density function (pdf) from a sample of an n -dimensional probability distribution. The method works by iteratively applying simple transformations ...

This is a preview. Log in through your library . Abstract The notion of probability density for a random function is not as straight-forward as in finite-dimensional cases. While a probability density ...

In many experimental observation systems where the goal is to record a three-dimensional observation of an object, or a set of objects, a lower-dimensional projection of the intended subject is ...

What Is A Probability Density Function? A probability density function, also known as a bell curve, is a fundamental statistics concept, that describes the likelihood of a continuous random variable ...

Building on the widely-used double-lognormal approach by Bahra (1997), this paper presents a multi-lognormal approach with restrictions to extract risk-neutral probability density functions (RNPs) for ...