`Parzen Window <https://engineering.purdue.edu/people/mireille.boutin.1/ECE301kiwi/PazenWindow>`_ (Continued from [Lecture 14] and [Lecture 15])
.. |Rn| image:: tex
:alt: tex: R^n
.. |Parzen_ex| image:: tex
:alt: tex: \varphi(\vec{u})=\frac{1}{(2\pi)^{\frac{n}{2}}}exp(\frac{-||\vec{u}||^2}{2})
Example of a useful Parzen window function in |Rn|: |Parzen_ex|
.. image:: Lec16_pw_pic1.PNG
This function has zero mean, H variance, an n-dimensional density, and is not compactly supported.