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Measurement Techniques
Published in: Measurement Techniques 1/2019

10-05-2019 | GENERAL PROBLEMS OF METROLOGY AND MEASUREMENT TECHNIQUE

Discretization Method for the Range of Values of a Multi-Dimensional Random Variable

Authors: A. V. Lapko, V. A. Lapko

Published in: Measurement Techniques | Issue 1/2019

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Abstract

A discretization method for the range of values of a multidimensional random variable is considered. Its dependence on the volume, dimension of the initial information and the type of probability density is investigated. The obtained results are compared with the Scott rule for a multidimensional random variable with a normal distribution law.
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Literature
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D. W. Scott, Multivariate Density Estimation: Theory, Practice, and Visualization, Wiley, New York (1992).CrossRefMATH
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V. S. Pugachev, Theory of Probability and Mathematical Statistics: Textbook, FIZMATLIT, Moscow (2002).MATH
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D. W. Scott, Multivariate Density Estimation: Theory, Practice, and Visualization, Wiley, NJ (2015), 2nd ed.CrossRefMATH
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A. V. Lapko and V. A. Lapko, “Optimal choice of the number of discretization intervals for the domain of variation of a one-dimensional random variable when estimating the probability density,” Izmer. Tekhn., No. 7, 24–27 (2013).
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A. V. Lapko and V. A. Lapko, “Selection of the optimal number of discretization intervals for the range of values of a two-dimensional random variable,” Izmer. Tekhn., No. 2, 14–17 (2016).
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A. V. Lapko and V. A. Lapko, “Comparison of the efficiency of discretization methods for the range of values of dependent random variables in the synthesis of a non-parametric estimate of two-dimensional probability density,” Izmer. Tekhn., No. 4, 15–18 (2017).
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A. V. Lapko and V. A. Lapko, “Regression estimate of multidimensional probability density and its properties,” Avtometriya, 50, No. 2, 50–56 (2014).
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Metadata
Title
Discretization Method for the Range of Values of a Multi-Dimensional Random Variable
Authors
A. V. Lapko
V. A. Lapko
Publication date
10-05-2019
Publisher
Springer US
Published in
Measurement Techniques / Issue 1/2019
Print ISSN: 0543-1972
Electronic ISSN: 1573-8906
DOI
https://doi.org/10.1007/s11018-019-01579-0

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