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Improved Estimation of Discrete Probability Density Functions Using Multirate Models

Yoon, Byung-Jun and Vaidyanathan, P. P. (2004) Improved Estimation of Discrete Probability Density Functions Using Multirate Models. In: Asilomar Conference on Signals, Systems and Computers, 37th, Pacific Grove, CA, 9-12 November 2003. Vol.1. IEEE , Piscataway, NJ., pp. 1188-1192. ISBN 0780381041.

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For many decades, the problem of estimating a pdf based on measurements has been of interest to many researchers. Even though much work has been done in the area of pdf estimation, most of it was focused on the continuous case. In this paper, we propose a new model based approach for estimating a discrete probability density function. This approach is based on multirate dsp theory, and it has several advantages over the traditional histogram method. It is shown that this method yields an unbiased pdf estimate with small variance, which is guaranteed to have a smaller estimation error than the histogram. Simulation results are given, which show the merit of the proposed method.

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Vaidyanathan, P. P.0000-0003-3003-7042
Additional Information:© 2003 IEEE. Reprinted with Permission. Publication Date: 9-12 Nov. 2003. Posted online: 2004-05-04. Work supported in part by the ONR grant N00014-99-1-1002, USA.
Subject Keywords:estimation theory; nonparametric statistics; probability; signal processing; discrete probability density functions; error estimation; histogram method; multirate dsp theory; multirate models
Record Number:CaltechAUTHORS:YOOasilo03
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Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:9702
Deposited On:05 Mar 2008
Last Modified:08 Nov 2021 21:01

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