Eliminating user-interaction in probability density estimation

Korte inhoud:Although the extensive literature, describing the probability content of measurements remains an important topic for engineering problems. The histogram remains the golden standard, even though kernel density estimation is a strong competitor when smooth estimates are desired. Critical user interaction is required for both the use of histograms and kernel densities. A good choice for the bandwidth is essential in both cases. On top of that the kernel density method requires a proper choice of the kernel. Incorrect choices may lead to incorrect results generated by either masking important details or introducing false details. In this paper, we propose a new approach which requires no user-defined choices. The method is therefore fully automatic and provides the user a smooth density estimate of the probability content.

ISBN:978-1-4673-4622-1

Jaar van publicatie:2013

Trefwoorden:Probability density, Measurement uncertainty, Non-parametric, Data analysis, Histograms, Probability theory