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I. I NTRODUCTION
Nonparametric statistics are statistics not based on parameterized
families of probability distributions. The term non-parametric means
that the number and nature of the parameters are flexible and not
fixed in advance.
E(fN (x)) =
The first term in the above equation reduces to fN (xo ) and the second
term can be shown to be bounded by C*h, if the derivative is assumed
to be bounded by C. Consistency of the histogram requires that h0
as n.
(4)
II. H ISTOGRAM
1
i
K( xx
)
h
h
E(fN (x)) =
1
N
1
xt
K(
)f (t)dt
h
h
Z
(5)
K(t)f (x ht)dt
Z
1
= f (x) + h2 f 00 (x) t2 K(t)dt + . . .
2
We have used the fact that the kernel integrates to 1 and has zero
mean in deriving the last equation.
The bias can now be written as,
Z
1
E(fN (x)) f (x) = h2 f 00 (x) t2 K(t)dt + O(h4N ) (6)
2
V (fN (x)) =
f (x)2 (x)dx
1
+ O( )
N hN
N
(7)
V (fN (x)) 0 as N hN .
R
h =[ R 2
]
(8)
( x K(x)dx)2 (f 00 (x))2 dx N
This also satisfies the property of E(fN (x)) f (x) 0 as h 0
and V (fN (x)) 0 as N h .
V. C ONCLUSION
Kernel density estimates are closely related to histograms, but can
be endowed with properties such as smoothness or continuity by
using a suitable kernel.
R EFERENCES
(3)
[1]
[2]
[3]
[4]