Probability density function is a statistical expression defining the likelihood of a series of outcomes for a continuous variable, such as a stock or ETF return.

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 simple transformations ...

By using one of the common stock probability distribution methods of statistical calculations, an investor may determine the likelihood of profits from a holding.

A class of probability density estimates can be obtained by penalizing the likelihood by a functional which depends on the roughness of the logarithm of the density. The limiting case of the estimates ...

Asymptotic properties of estimates of a probability density function and its derivatives which use the kernel-method are studied. Some results on the rate of convergence of these estimates are ...