It relates to probability density functions by explaining how the distribution of these averages or sums tends to approach a specific shape: the normal distribution (bell curve).

The notion of probability density for a random function is not as straight-forward as in finite-dimensional cases. While a probability density function generally does not exist for functional data, we ...

The problem considered here is the estimation of the probability density function f (x1, ⋯, xp) at a point z = (z1, ⋯, zp) where f is positive and continuous. An estimator is proposed and consistency ...