Estimation of Probability Density Function in the Case of Multiplicative Noise

• Published in: Journal 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
• Language: English
• 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

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.