Estimation of Probability Density Function in the Case of Multiplicative Noise

In the present paper, we consider the problem of probability density function estimation. Our data has multiplicative noise; therefore, we cannot use direct methods. Our method is based on estimation of coefficients of the Fourier transform for the density function.

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Bibliographic Details
Published inJournal of mathematical sciences (New York, N.Y.) Vol. 262; no. 4; pp. 574 - 580
Main Authors Filatova, E. S., Shklyaev, A. V.
Format Journal Article
LanguageEnglish
Published New York Springer US 04.04.2022
Springer
Springer Nature B.V
Subjects
Distribution (Probability theory)
Fourier transforms
Mathematics
Mathematics and Statistics
Probability density functions
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Summary:In the present paper, we consider the problem of probability density function estimation. Our data has multiplicative noise; therefore, we cannot use direct methods. Our method is based on estimation of coefficients of the Fourier transform for the density function.
ISSN:1072-3374
1573-8795
DOI:10.1007/s10958-022-05837-5