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The '''Parzen window''' method is a way of estimating the [[probability density function]] of a [[random variable]]. As an illustration, given some data about a ''sample'' of a population, the Parzen window method makes it possible to [[extrapolation|extrapolate]] the data to the entire population.
If ''x''<sub>1</sub>, ''x''<sub>2</sub>, ..., ''x''<sub>N</sub> is a [[statistical sample|sample]] of a random variable, then the Parzen window approximation of its probability density function is
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