What Is A Probability Density Function? A probability density function, also known as a bell curve, is a fundamental statistics concept, that describes the likelihood of a continuous random variable ...

Advances in Applied Probability, Vol. 19, No. 3 (Sep., 1987), pp. 632-651 (20 pages) We consider a class of functions on [0,∞), denoted by Ω , having Laplace transforms with only negative zeros and ...

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 ...

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 ...