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 ...

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

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 ...