Мақаланы E-mail арқылы жіберу Nonparametric Estimation of the Quadratic Functional of a Multimodal Probability Density
- Авторлар: Lapko A.1,2, Lapko V.1,2
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Мекемелер:
- Institute of Computational Modeling, Siberian Branch of the Russian Academy of Sciences
- Reshetnev Siberian State University of Science and Technology
- Шығарылым: Том 62, № 9 (2019)
- Беттер: 769-775
- Бөлім: Article
- URL: https://journals.rcsi.science/0543-1972/article/view/246777
- DOI: https://doi.org/10.1007/s11018-019-01693-z
- ID: 246777
Дәйексөз келтіру
Ашық рұқсат
Рұқсат берілді
Тек жазылушылар үшін
Аннотация
A nonparametric method for estimating the mean square functional of a multimodal probability density of a one-dimensional random variable is examined. The proposed method is based on using the Sturgis and Heinhold–Gaede formulas and an optimum sampling procedure for sampling a range of values of random quantities. This method is compared with the traditional approach based on choosing a spread coefficient using the condition for the maximum of the likelihood function. The conditions for competence of this method are determined.
Авторлар туралы
A. Lapko
Institute of Computational Modeling, Siberian Branch of the Russian Academy of Sciences; Reshetnev Siberian State University of Science and Technology
Хат алмасуға жауапты Автор.
Email: lapko@icm.krasn.ru
Ресей, Krasnoyarsk; Krasnoyarsk
V. Lapko
Institute of Computational Modeling, Siberian Branch of the Russian Academy of Sciences; Reshetnev Siberian State University of Science and Technology
Email: lapko@icm.krasn.ru
Ресей, Krasnoyarsk; Krasnoyarsk
