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Use this tag to ask about the nature of nonparametric or parametric methods, or the difference between the two. Nonparametric methods generally rely on few assumptions about the underlying distributions, whereas parametric methods make assumptions that allow data to be described by a small number of parameters.
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Estimation of the density/distribution
Let $(x_i,y_i,z_i)_{i=1,\dots,n}$ be an i.i.d. sample of $(X,Y,Z)$. How one can estimate the following object
$$\int_{-\infty}^xf(\bar x,y|z)\mathrm{d}\bar x$$
where $f(x,y|z)$ is a density of $X,Y$ …