python kde相关知识点记录

1. 经验分布函数(累计分布函数)

累积分布函数(Cumulative Distribution Function)，又叫分布函数，是概率密度函数的积分，能完整描述一个实随机变量X的概率分布。一般以大写CDF标记,与概率密度函数probability density function（小写pdf）

2.相关方法

kde.evaluate(points)	array	evaluate the estimated pdf on a provided set of points
kde(points)	array	same as kde.evaluate(points)
kde.integrate_gaussian(mean, cov)	float	multiply pdf with a specified Gaussian and integrate over the whole domain
kde.integrate_box_1d(low, high)	float	integrate pdf (1D only) between two bounds
kde.integrate_box(low_bounds, high_bounds)	float	integrate pdf over a rectangular space between low_bounds and high_bounds
kde.integrate_kde(other_kde)	float	integrate two kernel density estimates multiplied together