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.

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

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 ...

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 ...

The problem of estimating a probability density function has only recently begun to receive attention in the literature. Several authors [Rosenblatt (1956), Whittle (1958), Parzen (1962), and Watson ...