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- W3128476095 abstract "When substantiating the method of fast selection of the bandwidth of kernel probability density estimates, a constant was found that is a functional of the second density derivative. In this paper, the obtained result is generalized to derivatives of symmetric probability densities of different orders. The functional dependences of the constants under study on the coeffi cient of antikurtosis of a random variable are established. The regularities peculiar to them are investigated. Based on the results obtained, a method for estimating functionals from derived probability densities has been developed, which involves the following actions. In the original sample estimated standard deviation of the one-dimensional random variables and the coeffi cient of antikurtosis. Using the reconstructed functional dependences on the antikurtosis coeffi cient, the constants are estimated, which are functionals of the derivatives of the probability density. With known estimates of the standard deviation of the investigated random variable and the considered constant, the values of the functional from the derivative of the probability density of the selected order are calculated. The obtained results are confi rmed by the analysis of the data of computational experiments. It is established that with increasing order of the derivative, the values of the estimates of the studied functionals increase. This fact is explained by the complication of the integrand function in the considered functionals. The proposed method provides objective results for the fi rst three derivatives of the probability density of a random variable. The obtained conclusions are confi rmed by the results of the confi dence estimation of the investigated functionals." @default.
- W3128476095 created "2021-02-15" @default.
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- W3128476095 date "2020-01-01" @default.
- W3128476095 modified "2023-09-27" @default.
- W3128476095 title "Estimation of the integral of the square of derivatives of symmetric probability densities of one-dimensional random variables" @default.
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- W3128476095 doi "https://doi.org/10.32446/0132-4713.2020-1-15-27" @default.
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