Probability Density Function Estimation Based on Windowed Fourier Transform of Characteristic Function

@article{Xie2009ProbabilityDF,
  title={Probability Density Function Estimation Based on Windowed Fourier Transform of Characteristic Function},
  author={Junhao Xie and Zexun Wang},
  journal={2009 2nd International Congress on Image and Signal Processing},
  year={2009},
  pages={1-4}
}
It is known that the probability density function (PDF) of a continuous random variable is Fourier transform of the characteristic function (CF). In this paper, we propose a new type of PDF estimator based on windowed Fourier transform of CF. The window length is determined by Parseval theorem. Simulation comparisons are given to verify the validity and effectiveness of the proposed algorithm. Keywords-characteristic function; windowed Fourier transform; probability density function; histogram… CONTINUE READING
2 Citations
5 References
Similar Papers

Citations

Publications citing this paper.
Showing 1-2 of 2 extracted citations

References

Publications referenced by this paper.
Showing 1-5 of 5 references

On the estimation of a probability density function and mode

  • E. Parzen
  • Ann. Math. Statist.,
  • 1962

Remark on some non-parametric estimates of a density function

  • M. Rosenblatt
  • Ann. Math. Statistic.,
  • 1956

Similar Papers

Loading similar papers…