Accession Number : AD0660690

Title :   ESTIMATION OF PROBABILITY DENSITY AND DISTRIBUTION FUNCTIONS.

Descriptive Note : Technical rept. for Aug 67,

Corporate Author : PURDUE UNIV LAFAYETTE IND SCHOOL OF ELECTRICAL ENGINEERING

Personal Author(s) : Kashyap,R. L. ; Blaydon,C. C.

Report Date : AUG 1967

Pagination or Media Count : 30

Abstract : First and second order stochastic gradient algorithms are developed for suitably approximating the unknown density and distribution functions of a random vector, from a sequence of independent samples. Mean square error criterion and the integral square error criterion are used in the approximations. The rates of convergence and the approximation error are also evaluated. (Author)

Descriptors :   (*DISTRIBUTION FUNCTIONS, APPROXIMATION(MATHEMATICS)), (*PROBABILITY DENSITY FUNCTIONS, APPROXIMATION(MATHEMATICS)), SPECIAL FUNCTIONS(MATHEMATICAL), RANDOM VARIABLES, ALGORITHMS, STOCHASTIC PROCESSES, SAMPLING, CONVERGENCE, ITERATIONS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE