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mode of a continuous distribution [message #72298]

Tue, 24 August 2010 14:32

Gray
Messages: 253
Registered: February 2010

Senior Member

Hi all,

I have an array of data from a continuous distribution (non-Gaussian),
and I'd like to find the mode. I have two ideas:

1) an iterative histogram method, where I find the max for smaller &
smaller binsizes until it converges;
2) some sort of kernel density estimation method to estimate the
distribution, and then find the max from that.

Anyone implemented this sort of thing before? Any suggestions?

--Gray

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