Kernel Density Estimation with Python: Estimate a Density Function from Data
12:55
YouTubeKevin Mooney
Kernel Density Estimation with Python: Estimate a Density Function from Data
We return to generating samples from the distribution of daily percent changes in the S&P 500 index. In the last video, we looked at using a histogram to do this. Here, we look at a technique called kernel density estimation to do something similar. Wikipedia: https://en.wikipedia.org/wiki/Kernel_density_estimation Github: https://github.com ...
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