non parametric estimationn

Nonparametric Estimation of the Quantile, Mean and Standard Deviation



index:

NOTE: All programs are released under the GNU Public License listed here.

maxent02.final.pdf Proceedings paper (PDF)
quantile.c Program for estimating a specified quantile.
pofmu.c Program for estimating the mean.
pofmu_sigma_1.c Program to determine LaGrange multipliers (used before running pofmu_sigma2).
pofmu_sigma_2.c Program for the joint estimation of the mean and standard deviation.
milk.txt sample data file, milk yield (Kg/Day).
milk.info An information file required by the programs above.


Example output for the mean and standard deviation:

Estimated distribution of the mean with 95% credible intervals. Plot generated from the output of pofmu.



Estimated distribution of the mean and standard deviation. Plot generated from the output of pofmu_sigma2.



Contour plot designating credible regions of mu and sigma.



Marginal distribution of the mean generated from the output of pofmu_sigma2.



Marginal distribution of the standard deviation generated from the output of pofmu_sigma2.