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Based on cumulative distribution functions, Fourier series expansion and Kolmogorov tests, we present a simple method to display probability densities for data drawn from a continuous distribution. It is often more efficient than using…

High Energy Physics - Lattice · Physics 2012-01-30 Bernd A. Berg

Histograms are convenient non-parametric density estimators, which continue to be used ubiquitously. Summary quantities estimated from histogram-based probability density models depend on the choice of the number of bins. We introduce a…

Data Analysis, Statistics and Probability · Physics 2013-09-17 Kevin H. Knuth

The histogram method is a powerful non-parametric approach for estimating the probability density function of a continuous variable. But the construction of a histogram, compared to the parametric approaches, demands a large number of…

Machine Learning · Statistics 2015-12-29 Hideaki Kim , Hiroshi Sawada

In this article we propose a method of performing arithmetic operations on varia-bles with unknown distribution. The approach to the evaluation results of arithme-tic operations can select probability intervals of the algebraic equations…

Numerical Analysis · Computer Science 2015-12-11 V. N. Petrushin , E. V. Nikulchev , D. A. Korolev

Data points are placed in bins when a histogram is created, but there is always a decision to be made about the number or width of the bins. This decision is often made arbitrarily or subjectively, but it need not be. A jackknife or…

Data Analysis, Statistics and Probability · Physics 2008-07-31 David W. Hogg

Symbolic data analysis has been proposed as a technique for summarising large and complex datasets into a much smaller and tractable number of distributions -- such as random rectangles or histograms -- each describing a portion of the…

Computation · Statistics 2020-03-23 Thomas Whitaker , Boris Beranger , Scott A. Sisson

This paper considers the problem of estimating the cumulative distribution function and probability density function of a random variable using data quantized by uniform and non-uniform quantizers. A simple estimator is proposed based on…

Signal Processing · Electrical Eng. & Systems 2018-05-03 Paolo Carbone , Johan Schoukens , István Kollár , Antonio Moschitta

The question of how best to estimate a continuous probability density from finite data is an intriguing open problem at the interface of statistics and physics. Previous work has argued that this problem can be addressed in a natural way…

Data Analysis, Statistics and Probability · Physics 2014-07-16 Justin B. Kinney

In this paper a method of obtaining smooth analytical estimates of probability densities, radial distribution functions and potentials of mean force from sampled data in a statistically controlled fashion is presented. The approach is…

Statistical Mechanics · Physics 2011-02-08 Ramses van Zon , Jeremy Schofield

The histogram is widely used as a simple, exploratory display of data, but it is usually not clear how to choose the number and size of bins. We construct a confidence set of distribution functions that optimally address the two main tasks…

Statistics Theory · Mathematics 2020-02-13 Housen Li , Axel Munk , Hannes Sieling , Guenther Walther

A method providing optimal estimate of probability density functions (PDFs) from time series is proposed. It allows almost arbitrary resolution PDFs when applied to either, sampled analytic functions or digitized data from experiments. When…

Data Analysis, Statistics and Probability · Physics 2007-05-30 R. Labbé

We investigate the problem of testing whether a discrete probability distribution over an ordered domain is a histogram on a specified number of bins. One of the most common tools for the succinct approximation of data, $k$-histograms over…

Data Structures and Algorithms · Computer Science 2022-07-15 Clément L. Canonne , Ilias Diakonikolas , Daniel M. Kane , Sihan Liu

The histogram is an analysis tool in widespread use within many sciences, with high energy physics as a prime example. However, there exists an inherent bias in the choice of binning for the histogram, with different choices potentially…

Data Analysis, Statistics and Probability · Physics 2014-05-21 Abram Krislock , Nathan Krislock

We propose a novel approach for density estimation called histogram trend filtering. Our estimator arises from looking at surrogate Poisson model for counts of observations in a partition of the support of the data. We begin by showing…

Methodology · Statistics 2016-02-09 Oscar Hernan Madrid Padilla , James G. Scott

The notion of probability density for a random function is not as straightforward as in finite-dimensional cases. While a probability density function generally does not exist for functional data, we show that it is possible to develop the…

Statistics Theory · Mathematics 2010-03-01 Aurore Delaigle , Peter Hall

When modeling a probability distribution with a Bayesian network, we are faced with the problem of how to handle continuous variables. Most previous work has either solved the problem by discretizing, or assumed that the data are generated…

Machine Learning · Computer Science 2013-02-21 George H. John , Pat Langley

The exact expression is derived for the expected value, $< {p_i}> $, for the parameter for any bin $i$ of a histogram following a multinomial distribution derived by sorting $N$ observations into bins of $B$ classes, if $n_i$ of the…

Statistics Theory · Mathematics 2013-03-18 Jonathan M. Friedman

In this work, we investigate the statistical computation of the Boltzmann entropy of statistical samples. For this purpose, we use both histogram and kernel function to estimate the probability density function of statistical samples. We…

Methodology · Statistics 2015-06-23 Ning Sui , Min Li , Ping He

For a sample of absolutely bounded i.i.d. random variables with a continuous density the cumulative distribution function of the sample variance is represented by a univariate integral over a Fourier series. If the density is a polynomial…

Statistics Theory · Mathematics 2008-10-10 T. Royen

This paper presents a new method for conditional probability density simulation. The method is design to work with unstructured data set when data are not characterized by the same covariates yet share common information. Specific examples…

Methodology · Statistics 2025-08-05 Esteban G. Tabak , Giulio Trigila , Wenjun Zhao
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