1. A probabilistic distribution estimation apparatus for responding to, as input data, a string of vector data to estimate, using a stochastic model having hidden variables, a probabilistic distribution occurred in each data by successively reading said string of vector data, said probabilistic distribution estimation apparatus comprising: a parameter storage unit for storing all of parameters for the stochastic model having the hidden variables; certainty calculation means for calculating, in response to said input data, a certainty where said input data occurs using said stochastic model by reading the parameters of said stochastic model from said parameter storage unit; parameter renewal means for renewing contents of said parameter storage unit in accordance with new read data with past data forgotten by reading the certainty from said certainty calculation means and by reading each parameter of said stochastic model from said parameter storage unit; and outputting means for outputting several parameters of said stochastic model stored in said parameter storage unit.