From Wikipedia, the free encyclopedia
Epanechnikov
Parameters scale ( real)
Support
PDF
CDF for
Mean
Median
Mode
Variance

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].

Definition

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

where is a scale parameter. Setting gives the unit variance probability distribution originally considered by Epanechnikov.

Properties

Cumulative distribution function

The cumulative distribution function (CDF) of the Epanechnikov distribution is:

for

Moments and other properties

  • Mean:
  • Median:
  • Mode:
  • Variance:

Applications

The Epanechnikov distribution has applications in various fields, including:

Related distributions

  • The Epanechnikov distribution can be viewed as a special case of a Beta distribution that has been shifted and scaled along the x-axis.

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.


]

From Wikipedia, the free encyclopedia
Epanechnikov
Parameters scale ( real)
Support
PDF
CDF for
Mean
Median
Mode
Variance

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].

Definition

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

where is a scale parameter. Setting gives the unit variance probability distribution originally considered by Epanechnikov.

Properties

Cumulative distribution function

The cumulative distribution function (CDF) of the Epanechnikov distribution is:

for

Moments and other properties

  • Mean:
  • Median:
  • Mode:
  • Variance:

Applications

The Epanechnikov distribution has applications in various fields, including:

Related distributions

  • The Epanechnikov distribution can be viewed as a special case of a Beta distribution that has been shifted and scaled along the x-axis.

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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