The invention discloses a data
difference analysis method and
system based on probability density
estimation, and belongs to the field of
data analysis. The method comprises the following steps of firstly, establishing a
data set, wherein the data in the
data set changes; estimating the joint probability of the data before and after the change by using a probability density
estimation method; selecting an optimal
window width according to a maximum likelihood method, for different window widths, taking any one point in the
data set every time, constructing the joint probability distribution by using the rest points in the data set, calculating a joint probability density value of the any one point on the joint probability distribution, obtaining a product of a plurality of joint probability density values as a likelihood value, and enabling the
window width with the maximum likelihood value to be the optimal
window width; and obtaining the data joint probability
density distribution before and after change through the probability density
estimation method according to the optimal window width, and analyzing the data difference. According to the method, the significance degree of each piece of data can be obtained without being limited by the data distribution and is used for discovering the remarkably changed data.