Читать книгу Computational Statistics in Data Science - Группа авторов - Страница 125
Theorem 2.
ОглавлениеLet be absolutely continuous, twice differentiable with density , and let be bounded within some neighborhood of .
1 IID. Let , then
2 MCMC. [11] If the Markov chain is polynomially ergodic of order and , then
The density value, , can be estimated using a Gaussian kernel density estimator. In addition, is replaced with , the univariate version of for . We present methods of estimating in Section 4 .
