DISCRETIZATION OF VARIATION INTERVAL OF RANDOM VALUE BASED ON THE RESULTS OF OPTIMIZATION OF NONPARAMETRIC ESTIMATION OF PROBABILITY DENSITY
The article suggests a new method of discretization of variation interval of random value, based on the optimization of nonparametric estimation of the probability density of Rosenblatt - Parzen. There are the results of its comparison with the traditional discretization procedures.
Keywords: discretization method, nonparametric estimation, probability density, optimization, diffuseness coefficient.
