Abstract
ONE of the most fundamental problems in statistics is the estimation of a probability density function from a sample, the smoothing of a histogram being the usual non-parametric method. This method requires a large sample and even so it is difficult to decide whether “bumps” are genuinely in the population. A method is presented here that should help to overcome this difficulty.
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GOOD, I. Non-parametric Roughness Penalty for Probability Densities. Nature Physical Science 229, 29–30 (1971). https://doi.org/10.1038/physci229029a0
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DOI: https://doi.org/10.1038/physci229029a0
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