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Yemon Choi
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Estimating the Distribution of a Very Large Population of Known Size and Unknown Variance

I would like to estimate the distribution of a very large population of known size but unknown mean and variance. I cannot assume anything about the underlying distribution. The values of observations are always discrete. I cannot sample the entire population but I would like to estimate the probability density function. I would also like some level of assurance of the correctness of the estimated distribution. What is the best way to go about this?

Misha
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