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enter image description here Is that because x is d dimension. And when we do the change of variable, we have to do that? this is where my question comes from: How to show that the general parzen window provides a probability distribution?

Michael R. Chernick
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hail
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1 Answers1

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Yes, that is because of the dimension.

Basically, what you're doing is a variable substitution $\mathbf{u} = (\mathbf{x - x_i})/h$, so the Jacobian is $h^{-d}$.

qeschaton
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