Tag Archives: Normal distribution

Paper’s review: Zhu & Fang, 1996. Asymptotics for kernel estimate of sliced inverse regression.

It is already known, that for $latex { Y\in {\mathbb R} }&fg=000000$ and $latex { X \in {\mathbb R}^{p} }&fg=000000$, the regression problem $latex \displaystyle Y = f(\mathbf{X}) + \varepsilon, &fg=000000$ when $latex { p }&fg=000000$ is larger than the data available, it is well-known that the curse of dimensionality problem arises. Richard E. Bellman …

Density Estimation by Histograms (Part IV)

Final Histogram

Today we will apply the ideas of the others post by a simple example. Before, we are going to answer the question of the last week. What is exactly the $latex {h_{opt}}&fg=000000$ if we assume that $latex \displaystyle \displaystyle f(x) = \frac{1}{\sqrt{2\pi}} \text{exp}\left(\frac{-x^2}{2}\right)? &fg=000000$ How $latex {f(x)}&fg=000000$ is the density of standard normal distribution. It is …