Vidakovic, Brani - In: Statistics & Probability Letters 26 (1996) 4, pp. 315-321
It is a well-known fact that any orthonormal basis in L2 can produce a "random density". If {[phi]n} is an orthonormal basis and {an} is a sequence of random variables such that [Sigma] an2 = 1 a.s., then [latin small letter f with hook](x) = [Sigma] an[phi]n(x)2 is a random density. In this...