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Epanechnikov distribution

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Epanechnikov
Parameters scale (real)
Support
PDF
CDF
Mean
Median
Mode
Variance
Skewness
Excess kurtosis


In probability theory and statistics, the Epanechnikov distribution, also known as the Epanechnikov kernel, is a continuous probability distribution that is defined on a finite interval. It is named after V. A. Epanechnikov, who introduced it in 1969 in the context of kernel density estimation. [1]

Contents

Definition

A random variable has an Epanechnikov distribution if its probability density function is given by:

where is a scale parameter. Setting yields a unit variance probability distribution.

Applications

The Epanechnikov distribution has applications in various fields, including: Statistics, where it underpins optimal kernel density estimation for data smoothing; machine learning, enhancing techniques like anomaly detection; econometrics, aiding in the analysis of economic data distributions; signal processing, facilitating precise signal feature extraction; and image processing, contributing to advanced image smoothing and enhancement methods.

References

  1. Epanechnikov, V. A. (January 1969). "Non-Parametric Estimation of a Multivariate Probability Density". Theory of Probability & Its Applications. 14 (1): 153–158. doi:10.1137/1114019.
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