hor" aria-label="anchor" href="#arg-scale"></a></dt>
<dd><p>The nonparametric family of symmetric unimodal distributions is
approximated via a finite mixture of uniform distributions
$$\pi_1 \mathrm{Unif}(\mu - a_1, \mu + a_1)
+ \ldots + \pi_K \mathrm{Unif}(\mu - a_K, \mu + a_K),$$
where parameters \(\pi_k\) are estimated and the grid
of (half-)lengths \((a_1, \ldots, a_K)\) is fixed in advance. By
making the grid sufficiently dense, one can obtain an arbitrarily good
approximation. The grid can be specifie