What Is A Probability Density Function? A probability density function, also known as a bell curve, is a fundamental statistics concept, that describes the likelihood of a continuous random ...

A non-Bayesian derivation of the predictive estimate of a multivariate normal density function is given. The estimate is obtained as best invariant estimate in terms of a goodness-of-fit criterion ...

D. O. Loftsgaarden, C. P. Quesenberry, A Nonparametric Estimate of a Multivariate Density Function, The Annals of Mathematical Statistics, Vol. 36, No. 3 (Jun., 1965 ...

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 ...