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
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Author:Amos Gilat
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Chapter1: Starting With Matlab
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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.
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.
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)
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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