We propose a method for reconstructing a probability density function (pdf) from a sample of an n -dimensional probability distribution. The method works by iteratively applying some simple ...

A non-Bayesian derivation of the predictive estimate of a multivariate normal density function is given. The estimate is obtained as best invariant estimate in terms of a goodness-of-fit criterion ...

Leonard Fortuin, Five Popular Probability Density Functions: A Comparison in the Field of Stock-Control Models, The Journal of the Operational Research Society, Vol. 31, No. 10 (Oct., 1980), pp.