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 ...

A probability density function (PDF) describes the likelihood of different outcomes for a continuous random variable.

The problem of estimating a probability density function has only recently begun to receive attention in the literature. Several authors [Rosenblatt (1956), Whittle (1958), Parzen (1962), and Watson ...

Sankhyā: The Indian Journal of Statistics, Series B (1960-2002), Vol. 29, No. 3/4 (Dec., 1967), pp. 235-248 (14 pages) The paper presents a concise discussion of some probability density functions ...

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 (RNPs) for ...