isLouisHsu / isLouisHsu/isLouisHsu.github.io
Non-parameter Estimation | LOUIS' BLOG
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Description
https://louishsu.xyz/2018/11/19/Non-parameter-Estimation/
前言若参数估计时我们不知道样本的分布形式，那么就无法确定需要估计的概率密度函数，无法用最大似然估计、贝叶斯估计等参数估计方法，应该用非参数估计方法。 需要知道的是，作为非参数方法的共同问题是对样本数量需求较大，只要样本数目足够大众可以保证收敛于任何复杂的位置密度，但是计算量和存储量都比较大。当样本数很少时，如果能够对密度函数有先验认识，则参数估计能取得更好的估计效果。 基本原理若有$M$个样本$x
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