Scientific journal

ISSN 1814-2400

INFORMATION SCIENCE AND CONTROL SYSTEMS

Lapko A. V., Lapko V. A.

NONPARAMETRIC ESTIMATION OF PROBABILITY DENSITY OF INDEPENDENT RANDOM VARIABLES

The asymptotic properties of the product of nonparametric estimates of the probability density of Rosenblatt-Parzen. On this basis, determined by the influence of a priori knowledge about the independence of random variables on the approximation properties of nonparametric estimation of probability density.

Keywords: probability density, nonparametric estimation, asymptotic properties, independent random variables, a priori information.