A probability density function (PDF) describes the likelihood of different outcomes for a continuous random variable.

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 simple transformations ...

In many experimental observation systems where the goal is to record a three-dimensional observation of an object, or a set of objects, a lower-dimensional projection of the intended subject is ...

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

Building on the widely-used double-lognormal approach by Bahra (1997), this paper presents a multi-lognormal approach with restrictions to extract risk-neutral probability density functions (RNPs) for ...