A probability density function, also known as a bell curve, is a fundamental statistics concept, that describes the likelihood of a continuous random variable taking on a specific value.

Provides a one-semester course in probability and statistics with applications in the engineering sciences. Probability of events, discrete and continuous random variables cumulative distribution, ...

In some situations only the statistical properties of such objects are desired: the three-dimensional probability density function. This article demonstrates that under special symmetries this ...

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 ...

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 ...

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 ...