The Effect Evaluation of Density Estimation through Non-Gaussian Measurement

Authors

Feng Zhao, School of Computer Science and Technology, Shandong Institute of Business and Technology, Yantai 264005, ChinaFollow
Zhiyong An
Hailan Jiang

Author Country (or Countries)

China

Abstract

How to test the effect of density estimation methods is the key problem in the statistics. This paper presents a new criterion for assessing the effect of density estimation to select the suitable density estimation method, using the maximum-entropy non-Gaussian measurement. Comparing withc2-test and Dn-test, the method avoids the problem of the data interval division, and it is suitable for any type probability distribution. Simulation results show that the proposed method can accurately discriminate the pros and cons of different density estimation methods..

Suggested Reviewers

N/A

Digital Object Identifier (DOI)

http://dx.doi.org/10.12785/amis/080236

Recommended Citation

Zhao, Feng; An, Zhiyong; and Jiang, Hailan (2014) "The Effect Evaluation of Density Estimation through Non-Gaussian Measurement," Applied Mathematics & Information Sciences: Vol. 08: Iss. 2, Article 36.
DOI: http://dx.doi.org/10.12785/amis/080236
Available at: https://digitalcommons.aaru.edu.jo/amis/vol08/iss2/36