A probability density function (PDF) describes the likelihood of different outcomes for a continuous random variable.

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 ...

We consider the Voronoi diagram generated by n independent and identically distributed ℝd-valued random variables with an arbitrary underlying probability density function f on ℝd, and analyze the ...

Building on the widely-used double-lognormal approach by Bahra (1997), this paper presents a multi-lognormal approach with restrictions to extract risk-neutral probability density functions (RNPs) for ...