Multivariate kernel density estimation: Difference between revisions

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m Made changes as suggested by reviewers
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m Definition: Removed det(H)^(-1/2) from definition of KDE.
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The previous figure is a graphical representation of kernel density estimate, which we now define it in an exact manner. Let <math>\bold{X}_1, \bold{X}_2, \dots, \bold{X}_n</math> be a ''d''-variate random sample drawn from a common density function ''f''. The kernel density estimate is defined to be
 
: <math>\hat{f}_\bold{H}(\bold{x})= n^{-1} |\bold{H}|^{-1/2} \sum_{i=1}^n K_\bold{H} (\bold{x} - \bold{X}_i)</math>
 
where