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Measurement Techniques

Erschienen in:

02.12.2019

Nonparametric Estimation of the Quadratic Functional of a Multimodal Probability Density

verfasst von: A. V. Lapko, V. A. Lapko

Erschienen in: Measurement Techniques | Ausgabe 9/2019

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Abstract

A nonparametric method for estimating the mean square functional of a multimodal probability density of a one-dimensional random variable is examined. The proposed method is based on using the Sturgis and Heinhold–Gaede formulas and an optimum sampling procedure for sampling a range of values of random quantities. This method is compared with the traditional approach based on choosing a spread coefficient using the condition for the maximum of the likelihood function. The conditions for competence of this method are determined.

Vorheriger Artikel Analysis of Techniques for Verification of Coating Thickness Gauges

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A. V. Lapko and V. A. Lapko, “Method for sampling a region of values of a multidimensional random variable,” Izmer. Tekhn., No. 1, 16–20 (2019), DOI: 10.32446/0368-1025it.2019-1-16-20.

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Titel: Nonparametric Estimation of the Quadratic Functional of a Multimodal Probability Density
verfasst von: A. V. Lapko
V. A. Lapko
Publikationsdatum: 02.12.2019
Verlag: Springer US
Erschienen in: Measurement Techniques / Ausgabe 9/2019
Print ISSN: 0543-1972
Elektronische ISSN: 1573-8906
DOI: https://doi.org/10.1007/s11018-019-01693-z

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