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13 Generate a sample of size n100 from a chisquare distri.pdf

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13. Generate a sample of size n=100 from a chi-square distribution with 5 degrees of freedom. Plot the density of f and the estimate fh() given in (11.2.6) based on (a) N(0,1) kernel and bandwidth 1.06n51s based on a N(0,1) reference distribution. (b) U[1,1] kernel and h=1.95n51s based on a N(0,1) reference disribution.We proceed to study the plug-in estimate fh(x) given by fh( x)Kh(xz)dF(z)=nh1i=1nK(hxXi).

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13. Generate a sample of size n=100 from a chi-square distribution with 5 degrees of freedom. Plot the density of f and the estimate fh() given in (11.2.6) based on (a) N(0,1) kernel and bandwidth 1.06n51s based on a N(0,1) reference distribution. (b) U[1,1] kernel and h=1.95n51s based on a N(0,1) reference disribution.We proceed to study the plug-in estimate fh(x) given by fh( x)Kh(xz)dF(z)=nh1i=1nK(hxXi)

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  • 1. 13. Generate a sample of size n=100 from a chi-square distribution with 5 degrees of freedom. Plot the density of f and the estimate fh() given in (11.2.6) based on (a) N(0,1) kernel and bandwidth 1.06n51s based on a N(0,1) reference distribution. (b) U[1,1] kernel and h=1.95n51s based on a N(0,1) reference disribution.We proceed to study the plug-in estimate fh(x) given by fh( x)Kh(xz)dF(z)=nh1i=1nK(hxXi)