Lecture 16 - Parzen Window Method and K-nearest Neighbor Density Estimate OldKiwi - Rhea

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.. |Rn| image:: tex

alt: tex: R^n

.. |Parzen_ex| image:: tex

alt: tex: \varphi(\vec{u})=\frac{1}{(2\pi)^{\frac{n}{2}}}exp(\frac{-||\vec{u}||^2}{2})

Example of a useful Parzen window function in |Rn|: |Parzen_ex|

.. image:: Lec16_pw_pic1.PNG

This function has zero mean, H variance, an n-dimensional density, and is not compactly supported.