We studied the statistical methods for the estimation of the luminosity
function (LF) of galaxies. We focused on four nonparametric estimators:
1/Vmax estimator, maximum-likelihood estimator of Efstathiou et al.
(1988), Cho{\l}oniewski's estimator, and improved Lynden-Bell's estimator. The
performance of the 1/Vmax estimator has been recently questioned,
especially for the faint-end estimation of the LF. We improved these estimators
for the studies of the distant Universe, and examined their performances for
various classes of functional forms by Monte Carlo simulations. We also applied
these estimation methods to the mock 2dF redshift survey catalog prepared by
Cole et al. (1998). We found that 1/Vmax estimator yields a completely
unbiased result if there is no inhomogeneity, but is not robust against
clusters or voids. This is consistent with the well-known results, and we did
not confirm the bias trend of 1/Vmax estimator claimed by Willmer
(1997) in the case of homogeneous sample. We also found that the other three
maximum-likelihood type estimators are quite robust and give consistent results
with each other. In practice we recommend Cho{\l}oniewski's estimator for two
reasons: 1. it simultaneously provides the shape and normalization of the LF;
2. it is the fastest among these four estimators, because of the algorithmic
simplicity. Then, we analyzed the photometric redshift data of the Hubble Deep
Field prepared by Fern\'{a}ndez-Soto et al. (1999) using the above four
methods. We also derived luminosity density ρL at B- and
I-band. Our B-band estimation is roughly consistent with that of Sawicki,
Lin, & Yee (1997), but a few times lower at 2.0<z<3.0. The evolution of
ρL(I) is found to be less prominent.Comment: To appear in ApJS July 2000 issue. 36 page