Density Estimation
Overview
Density estimation refers to techniques designed to estimate
a
probability density function
from a dataset sampled from the given distribution.
Methods
- Histograms :
graphical technique to visualize a distribution by bucketing the sample points and charting.
- Method of Moments :
a fairly classical technique of computing moments from the sample dataset and selecting the distribution with the
same set of moments.
- Parzen Windows - a non parametric technique
to estimate a distribution.
