Computing parametric and nonparametric estimates

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Yuriboyka
Posts: 1
Joined: Fri Oct 30, 2015 9:55 am

Computing parametric and nonparametric estimates

Postby Yuriboyka » Fri Oct 30, 2015 10:05 am

If I have normally distributed data such as

Code: Select all

series x = nrnd
How can I go about computing both a parametric and nonparametric estimate of the probability density of series x?

Thanks.
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startz
Non-normality and collinearity are NOT problems!
Posts: 3798
Joined: Wed Sep 17, 2008 2:25 pm

Re: Computing parametric and nonparametric estimates

Postby startz » Fri Oct 30, 2015 10:41 am

For nonparametric, see distplot. For parametric, just find the mean and variance.
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