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 f(-) given in (11.2.6) based on (a) № (0, 1) kernel and bandwidth 1.06n¯½ s based on a N(0, 1) reference distribution. (b) U[−1, 1] kernel and h = 1.95n¯½ s based on a N(0, 1) reference disribution.
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 f(-) given in (11.2.6) based on (a) № (0, 1) kernel and bandwidth 1.06n¯½ s based on a N(0, 1) reference distribution. (b) U[−1, 1] kernel and h = 1.95n¯½ s based on a N(0, 1) reference disribution.
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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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 fħ(•) given in (11.2.6) based on
(a) √(0, 1) kernel and bandwidth 1.06n-&s based on a N(0, 1) reference distribution.
(b) U[−1, 1] kernel and h = 1.95n¯½ s based on a N (0, 1) reference disribution.](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F66f52ea3-13fd-4902-bc86-2f48a4cfbf0d%2F6b934572-6795-4c10-8442-1a9b9148abb6%2Ftxc7vtq_processed.png&w=3840&q=75)
Transcribed Image Text: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 fħ(•) given in (11.2.6) based on
(a) √(0, 1) kernel and bandwidth 1.06n-&s based on a N(0, 1) reference distribution.
(b) U[−1, 1] kernel and h = 1.95n¯½ s based on a N (0, 1) reference disribution.

Transcribed Image Text:We proceed to study the plug-in estimate f (x) given by
n
Xi
h
Fu(z) = [ K₁(x - 2)dF³ (2) - 1 / 2 ΣK (*=*¹).
nh
i=1
3
(11.2.6)
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