Concept - Density Estimation
Task (s.7): construct an estimate of an unobservable underlying probability density function, based on some observed data.
- Data: sample drawn i.i.d. (independent identically distributed) from set according to some distribution : .
- Problem: find a distribution out of a set that best estimates the true distribution .
The standard solution method on the slides is Concept - Maximum Likelihood Estimation (s.9).