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A non-Bayesian derivation of the predictive estimate of a multivariate normal density function is given. The estimate is obtained as best invariant estimate in terms of a goodness-of-fit criterion ...
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 some simple ...
Leonard Fortuin, Five Popular Probability Density Functions: A Comparison in the Field of Stock-Control Models, The Journal of the Operational Research Society, Vol. 31, No. 10 (Oct., 1980), pp.
Disclaimer: This Working Paper should not be reported as representing the views of the IMF.The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those ...