Some of the associated probability density functions involve Bessel functions and theta functions. We describe properties of the operators, including how they transform moments.

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 ...

A non-Bayesian derivation of the predictive estimate of a multivariate normal density function is given. The estimate is obtained as best invariant estimate in terms of a goodness-of-fit criterion ...