In this paper, we discuss nonparametric estimation of the probability density function (PDF) of a univariate random variable. This problem has been the subject of a vast amount of scientific ...

An expression for the probability density function of the sum of independent and identically distributed random variables is derived. The new expression is in t ...

The empirical rule describes how points are clustered in a normally-distributed data set. It states that 95% of data fall within two standard deviations of the mean.