Frequently we will want to estimate the empirical probability density function of real-world data and compare it to the theoretical density from one or more probability distributions. The following example shows the empirical and theoretical normal density for EUR/USD high-frequency tick data 上面的代码解疑:
https://bbs.pinggu.org/thread-3622629-1-1.html
大数据研究:
https://bbs.pinggu.org/thread-3621697-1-1.html
文献: