kernel density

  1. A

    Is the mean of a kernel density estimator a valid estimator of the population mean?

    Say you have an independent sample X_1, X_2, ..., X_n drawn from some population where each X_i have the same univariate density f(x). You estimate this density function using a non-parametric kernel density estimator f_kde(x). My question is that since, f_kde(x) is an estimate of f(x), can you...
  2. K

    Kernel Density Outlier Threshold

    Hi All, First of all, thanks for showing an interest in this thread, and secondly, if your so kind to give your thoughts, I'd be so grateful. Background - We work with financial bank statements for fraud investigation. - I have converted a bank statements debit transactions into a scatter...
  3. M

    Grouped Kernel Density Estimation

    Hi folks! I'm new to the site and forum because I 'm having an R problem that I haven't seen answered yet... Data: I have daily temperature data covering a four year span of time. In its simplest form, I have three columns: "year_month", "timestamp", and "temps". GOAL: I want to...
  4. L

    Comparing two estimated distributions

    I estimated the density function (adaptive kde) from two samples (one of small size) and the cdf using approxfun() and integrate() in R. Now, I would implement a ks test to know if the two distributions are similar. I guess I have two options: Either, I draw two samples and use the function...
  5. F

    How to calculate the integral of the sum of two kernel density functions in R?

    I want to calculate the integral (0 to t) of the sum of two kernel density functions in R. I wrote the code as follows, but it gives me error. I am sure about the kernel density estimation part, but it seems the summation or the integral part is not correct. I appreciate any help in advance...
  6. F

    Density function of the mixture of two NHPP

    I'd like to know how can I calculate the density function of the mixture of two non-homogeneous Poisson process? I should mention that I have the kernel densities of those NHPP s. I can also describe my question as follows: I have two layers that are connected to each other. the number of...