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Nonparametric Kernel Density Estimation

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Presentation on theme: "Nonparametric Kernel Density Estimation"— Presentation transcript:

1 Nonparametric Kernel Density Estimation

2 Old Faithful Geyser The duration (in minutes) of eruptions of the Old Faithful Geyser in Yellowstone Park.

3 Histogram

4 The Naive Estimator

5 The Kernel Estimator

6

7 Measures of Discrepancy

8 The bias and variance

9 The bias and variance

10 The ideal bandwidth and kernel

11 Least squares cross-validation

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