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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 …
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 …
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 …