density estimation

  1. L

    Density probability function considering a subinterval which have different probabilities

    Hi I was studying probability density and on a site I read this example Mr. Rossi waits for a phone call from Mr. Bianchi who has announced that he will call, in an unspecified instant, between 4:00 pm and 6:00 pm. Mr. Rossi must however be away from 4.45 pm to 5.00 pm. What is the probability...
  2. J

    L1 distance between empirical and true distribution for discrete distributions

    I have a discrete distribution over the set {1, \ldots, d} with a corresponding pmf P. Given a dataset with n i.i.d. samples from P, I compute the empirical distribution as Q. I want to bound from above and below E[\|P-Q\|_1]. I would think that this is something well known, but I just can't...