Actually estimating the weight functions from the reference data is not a trivial task. Different people will use different methods to do this, the main choice being between parametric and nonparametric approaches(there are various methods included in this book).Here we will attempt to describe a very general approach requiring as few assumptions as possible to estimate the weight functions. Furthermore, from our experience of analyzing of actual data, it appears that simple parametric models for the weight functions generally do not work, as they do not fit observed datasets. In Konigsberg and Frankenberg (1992), Gaussian densities were proposed for what corresponds to the weight functions in our approach. But our data cannot be fitted with such relatively simple weight function models.