Research Document - 2000/120
Local estimation of probability distribution and how it depends on covariates.
By G. Evans
Abstract
The kernel smoothing method for obtaining a locally weighted estimate of mean value is extended to produce a locally weighted estimate of the whole probability distribution function. This has several advantages in analysing data sets where there exists no trusted theory. For example, it automatically provides the basis for performing Monte Carlo simulations. Examples of applications to several areas of fisheries science are provided.
Accessibility Notice
This document is available in PDF format. If the document is not accessible to you, please contact the Secretariat to obtain another appropriate format, such as regular print, large print, Braille or audio version.
- Date modified: