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Abstract: A method providing optimal estimate of probability density functions (PDFs)from time series is proposed. It allows almost arbitrary resolution PDFs whenapplied to either, sampled analytic functions or digitized data fromexperiments. When results are compared with PDFs of the same data calculatedusing the standard histogram method, a remarkable improvement is observed,especially in far lateral regions of the PDF, where low probability events givepoor statistics.



Author: R. Labbé

Source: https://arxiv.org/



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