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Improving the accuracy of estimation of unknown random variable probability density over empirical data

机译:提高根据经验数据估算未知随机变量概率密度的准确性

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摘要

A problem under study is to estimate an unknown probability density of a random variable basing on results of observations. Parzen-Rozenblatt estimates have been selected to solve the problem. A method improving the accuracy of the empirical density is suggested. It is based on extrapolation over a number of independent observations. Effectiveness of the method is demonstrated on an example of its application in a model problem. The method developed can be applied to estimate spectra of secondary particles while modeling processes of interactions of high energy particles in matter, in particular, while defining characteristics of neutron fields in electronuclear installations under study.
机译:研究的问题是基于观察结果估计随机变量的未知概率密度。已经选择Parzen-Rozenblatt估计来解决该问题。提出了一种提高经验密度精度的方法。它基于对许多独立观测值的推断。通过在模型问题中的应用实例证明了该方法的有效性。开发的方法可用于估算次级粒子的光谱,同时对物质中高能粒子的相互作用过程进行建模,尤其是在定义正在研究的电子核装置中的中子场特征时。

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