<P>PROBLEM TO BE SOLVED: To adaptively estimate probabilistic distribution that respective data generate while sequentially reading in a large amount of data by using forgetting type algorithm. <P>SOLUTION: The probabilistic distribution estimation apparatus 2 or the probabilistic distribution estimation apparatus 4 estimates a probabilistic distribution that respective data generate by using a stochastic model having hidden variables while inputting a data train of vector values and sequentially reading in the vector data train. Specially, values of parameters of the stochastic model having the hidden variables are read in for values of input data, the probability that the input data are generated is calculated by using the stochastic model, and while past data are forgotten according to newly read-in data, the parameters are updated, so that some of the parameter values are outputted. An abnormality detecting means 6 calculates and outputs the amount of information of data as an abnormality behavior degree by using values of parameters received from the probabilistic distribution estimation apparatus 2 or probabilistic distribution estimation apparatus 4. <P>COPYRIGHT: (C)2005,JPO&NCIPI 
PROBABILISTIC DISTRIBUTION ESTIMATION APPARATUS, ABNORMAL BEHAVIOR DETECTION DEVICE, PROBABILISTIC DISTRIBUTION ESTIMATION METHOD, AND ABNORMAL BEHAVIOR DETECTION METHOD