Tuesday, February 14, 2006 

Estimation and Probability Density

I've been playing around with a somewhat complex problem related with probability density for a long while now (see my previous post What I've seen and what I've got :-) and Running, Oxygen, Probability Density). In the end, it should allow me to create better probabilistic estimates (both more realistic and more accurate). Today, after a long hiatus, I've spared some time to play with that again and guess what, an extremely simple solution came up out of nowhere. It's also more mathematically sound than what I had before. Seems like I'll be willing to implement this one into a small tool :-). If (or when :-) I do, I'll probably make it freely available.