We develop an estimation procedure for a discrete probability mass function (pmf) with unknown support. We derive its maximum likelihood estimator under the mild and natural shape-constraint of ...

Resources Calculating probabilities on a Poisson distribution: Poisson Distribution Calculator This web calculator allows users to specify the Poisson parameter (λ) and number of occurrences (x).

Probability density function is a statistical expression defining the likelihood of a series of outcomes for a continuous variable, such as a stock or ETF return.

The notion of probability density for a random function is not as straight-forward as in finite-dimensional cases. While a probability density function generally does not exist for functional data, we ...