This column is the fourth in a series on parameter estimation, leading up to the justly famous Kalman filter. The discipline is based on the fact that our knowledge of the state of any real-world ...

We propose a method for reconstructing a probability density function (pdf) from a sample of an n-dimensional probability distribution. The method works by iteratively applying some simple ...

The normal distribution (also known as the Gaussian distribution) is arguably the most important distribution in Statistics. It is often used to represent continuous random variables occurring in ...