top of page
  • Writer's pictureMadalina Ciortan

Unimodality tests and Kernel density estimations

Updated: Dec 30, 2018

When processing a large number of datasets which can potentially have different data distributions, we are confronted with the following considerations:

- Is the data distribution unimodal and if it is the case, which model best approximates it( uniform distribution, T-distribution, chi-square distribution, cauchy distribution, etc)?

- If the data distribution is multimodal, can we automatically identify the number of modes and provide more granular descriptive statistics?

- How can we estimate the probability density function of a new dataset?

This notebook tackles the following subjects:

- Histograms vs probability density function approximation

- Kernel density estimations

- Choice of optimal bandwidth: Silverman/ Scott/ Grid Search Cross Validation

- Statistical tests for unimodal distributions

- DIP test for unimodality

- Identification of the number of modes of a data distribution based on the kernel density estimation

#kerneldensity #modality

bottom of page