核密度估计 Kernel density estimation

简单贝叶斯分类：对于数值属性，如果不服从正态分布，但不知道服从何种分布形式，可以采用核密度估计的方法来进行预测。

1. from http://baike.baidu.com/view/3380594.htm

kernel density estimation是在概率论中用来估计未知的密度函数，属于非参数检验方法之一，由Rosenblatt (1955)和Emanuel Parzen(1962)提出，又名Parzen窗（Parzen window）。Ruppert和Cline基于数据集密度函数聚类算法提出修订的核密度估计方法。

2. from http://en.wikipedia.org/wiki/Kernel_density_estimation

In statistics, kernel density estimation is a non-parametric way of estimating the probability density function of a random variable. Kernel density estimation is a fundamental data smoothing problem where inferences about the population are made, based on a finite data sample. In some fields such as signal processing and econometrics it is also known as the Parzen–Rosenblatt window method, after Emanuel Parzen and Murray Rosenblatt, who are usually credited with independently creating it in its current form.

3. kde in matlab实现,

kde.m in http://www.mathworks.com/matlabcentral/fileexchange/14034