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

This is a preview. Log in through your library . Abstract The notion of probability density for a random function is not as straight-forward as in finite-dimensional cases. While a probability density ...

Some of the associated probability density functions involve Bessel functions and theta functions. We describe properties of the operators, including how they transform moments.

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 some simple ...

MATH.3860 — Undergraduate Id: 008341 Offering: 1 Credits: 3-3 Description Provides a one-semester course in probability and statistics with applications in the engineering sciences. Probability of ...

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 ...