中文说明：用matlab进行概率密度函数的非参数估计，主要有parzen窗法和kn近邻法。分别对平均分布和正态分布进行了仿真。
English Description：
There are mainly Parzen window method and kn nearest neighbor method for nonparametric estimation of probability density function with MATLAB. The average distribution and normal distribution are simulated respectively.