Answer Happy

1. Suppose we have n independent observations Xi, and we want to use a triangular kernel K_(2, 4) = { * -"<<

Posted: Thu Feb 17, 2022 11:02 am

by answerhappygod

1 Suppose We Have N Independent Observations Xi And We Want To Use A Triangular Kernel K 2 4 T Kht T 1 (63.16 KiB) Viewed 58 times

1. Suppose we have n independent observations Xi, and we want to use a triangular kernel K_(2, 4) = { * -"<<<t Kht + (-t) h2 th t<x<t+h, h in order to generate a KDE f(t). (a) What is the disadvantage if we let the bandwidth h get too large? (b) Calculate the variance of the kernel density estimator f(0.5) when h < 0.5 and the true distribution of the Xi are uniform on [0, 1], i.e. f(x) = 1 on 0 < x < 1. Your answer should be a function of h and n.