In this manuscript we discuss some mathematical details of the ex-Gaussian distribution and apply the ExGUtils package, a set of functions and numerical tools, programmed for python, developed for ...

Overview This repository provides an implementation of the Local Outlier Probability (LoOP) algorithm in Python. LoOP is a density-based anomaly detection algorithm that assigns each data point a ...

Probability density function is a statistical expression defining the likelihood of a series of outcomes for a continuous variable, such as a stock or ETF return.

A class of probability density estimates can be obtained by penalizing the likelihood by a functional which depends on the roughness of the logarithm of the density. The limiting case of the estimates ...

In some situations only the statistical properties of such objects are desired: the three-dimensional probability density function. This article demonstrates that under special symmetries this ...