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The Effect Evaluation of Density Estimation through Non-Gaussian Measurement |
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PP: 761-764 |
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Author(s) |
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Feng Zhao,
Zhiyong An,
Hailan Jiang,
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Abstract |
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| How to test the effect of density estimation methods is the key problem in the statistics. This paper presents a new criterion
for assessing the effect of density estimation to select the suitable density estimation method, using the maximum-entropy non-Gaussian
measurement. Comparing withc2-test and Dn-test, the method avoids the problem of the data interval division, and it is suitable for
any type probability distribution. Simulation results show that the proposed method can accurately discriminate the pros and cons of
different density estimation methods.. |
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