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The study of collection, organization, analysis, and interpretation of data.

4 votes

Approximate a distribution function from a finite sample

Kernel density estimation is a good suggestion. Another option is to construct the empirical CDF and then seek the distribution that best fits. Depending on the form of your output this might be more …
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  • 781
2 votes
Accepted

Sampling from posterior predictive distribution

I believe the best (only?) way to accomplish this will be through Markov Chain Monte Carlo sampling: http://en.wikipedia.org/wiki/Markov_chain_Monte_Carlo This will allow you to sample from the unkn …
Barron's user avatar
  • 781
5 votes
3 answers
1k views

Computing the PDF of a quadratic function of two random variables

Given the function $\mathcal{M} = g + Ah + Bh^2$ where $A$ and $B$ are constants and $g$ and $h$ are random variables with their distributions $f_G(g)$ and $f_H(h)$ known, is it possible to compute …
Barron's user avatar
  • 781