Normal Distribution Probability Density Function: The normal distribution, which the CLT describes, has its own characteristic PDF. This PDF has properties like being symmetrical and having its ...

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 ...

Nonparametric method for multivariate density estimation using neural networks In this paper, a parameter-free method is proposed to determine the probability density function of multi-dimensional ...

In this paper, we propose a functional linear regression model in the space of probability density functions. We treat a cross-sectional distribution of individual earnings as an infinite dimensional ...

This paper develops a new scheme for improving an approximation method of a probability density function, which is inspired by the idea in the Hilbert space projection theorem. Moreover, we apply ...

Summary: 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 ...