We propose a method for reconstructing a probability density function (pdf) from a sample of an n -dimensional probability distribution. The method works by iteratively applying simple transformations ...

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 Institute of Statistical Science conducts fundamental and applied research related to statistics and probability. The Institute respects independent research of individual principal investigators, ...

Fundamental methods are developed for the derivation of the probability density function and moments of rational algebraic functions of independent random variables. Laplace and Mellin integral ...