The Effect Evaluation of Density Estimation through Non-Gaussian Measurement

被引：0
|
作者：
Zhao, Feng [1 ,2 ]
An, Zhiyong [1 ,2 ]
Jiang, Hailan [3 ]
机构：
[1] Shandong Inst Business & Technol, Sch Comp Sci & Technol, Yantai 264005, Peoples R China
[2] Shandong Univ, Shandong Inst Business & Technol, Key Lab Intelligent Informat Proc, Yantai 264005, Peoples R China
[3] Shandong Polytech, Dept Informat Engn, Jinan 250104, Peoples R China
来源：
APPLIED MATHEMATICS & INFORMATION SCIENCES | 2014年 / 8卷 / 02期
基金：
中国国家自然科学基金;
关键词：
Density estimation; hypothesis testing; non-Gaussian measurement;
D O I：
10.12785/amis/080236
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
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 with chi(2)-test and D-n-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..
引用
收藏
页码：761 / 764
页数：4
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