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 ...

A probability density function (PDF) describes the likelihood of different outcomes for a continuous random variable.

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 ...

Estimation of a Probability Density Function and Its Derivatives Let X 1, X 2, ⋯ be independent identically distributed random variables having a common probability density function f.

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 ...