It relates to probability density functions by explaining how the distribution of these averages or sums tends to approach a specific shape: the normal distribution (bell curve).

The problem of estimating a probability density function has only recently begun to receive attention in the literature. Several authors [Rosenblatt (1956), Whittle (1958), Parzen (1962), and Watson ...

Fundamental methods are developed for the derivation of the probability density function and moments of rational algebraic functions of independent random variables. Laplace and Mellin integral ...