Definition:Kernel Density Estimation/Kernel
< Definition:Kernel Density Estimation(Redirected from Definition:Kernel of Probability Density Function)
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Definition
The kernel of a probability density function of a continuous random variable $X$ is a probability function $\map k u$ symmetric about $u = 0$.
There are several widely used choices used for such a kernel.
Gaussian Kernel
The Gaussian kernel of a probability density function is the kernel of the form:
- $\map k u = \dfrac 1 {\sqrt {2 \pi} } e^{-u^2 / 2}$
Also see
- Results about kernel density estimation can be found here.
Sources
- 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): kernel density estimation