Nonparametric Kernel Density Estimation

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Presentation transcript:

Nonparametric Kernel Density Estimation 2009.10.9 lbg@dongseo.ac.kr 2019-01-17

Old Faithful Geyser The duration (in minutes) of eruptions of the Old Faithful Geyser in Yellowstone Park. 4.37 3.87 4.00 4.03 3.50 4.08 2.25 4.70 1.73 4.93 1.73 4.62 3.43 4.25 1.68 3.92 3.68 3.10 4.03 1.77 4.08 1.75 3.20 1.85 4.62 1.97 4.50 3.92 4.35 2.33 3.83 1.88 4.60 1.80 4.73 1.77 4.57 1.85 3.52 4.00 3.70 3.72 4.25 3.58 3.80 3.77 3.75 2.50 4.50 4.10 3.70 3.80 3.43 4.00 2.27 4.40 4.05 4.25 3.33 2.00 4.33 2.93 4.58 1.90 3.58 3.73 3.73 1.82 4.63 3.50 4.00 3.67 1.67 4.60 1.67 4.00 1.80 4.42 1.90 4.63 2.93 3.50 1.97 4.28 1.83 4.13 1.83 4.65 4.20 3.93 4.33 1.83 4.53 2.03 4.18 4.43 4.07 4.13 3.95 4.10 2.27 4.58 1.90 4.50 1.95 4.83 4.12 2019-01-17

Histogram 2019-01-17

The Naive Estimator 2019-01-17

The Kernel Estimator 2019-01-17

2019-01-17

Measures of Discrepancy 2019-01-17

The bias and variance 2019-01-17

The bias and variance 2019-01-17

The ideal bandwidth and kernel 2019-01-17

Least squares cross-validation 2019-01-17