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Maximizing a non-parametric Probability Density
Assume we have a set of samples and estimate the underlying distribution with a non-parametric density estimator like the Kernel Density Estimator. Lets assume with a gaussian kernel.
In my case it ...
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Parameter estimation problem: maximum likelihood [duplicate]
Suppose I have some observations $x_{1}, x_{2}, \dots, x_{n}$. I also have a probability density function with one unknown parameter $\theta$. I would like to find such $\theta$, which would give the ...