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Probability density function (PDF) of a continuous random variable gives the relative probability for each of its possible values. Use this tag for discrete probability mass functions (PMFs) too.
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How to choose the window size of Parzen-window density estimation with Gaussian kernel? [duplicate]
I have many sets of univariate sample data as the following:
$$
X = \{x_i, i=1,2,...N\}
$$
and I'm using Parzen-window density estimation with Gaussian kernel.
$$
\frac{1}{N}\sum_i^N \frac{1}{\sqrt …