Kernel Density Estimation
Kernel function
Gaussian
Uniform
Epanechnikov
Triangular
Biweight
Bandwidth, h
Plot individual terms
Figure legend:
Red line: Kernel density estimate, \( \frac{1}{n} \sum_{i=1}^{n} K_h(x-X_i) \)
Blue lines: Individual terms, \( K_h(x-X_i)\,,\, i=1,\ldots,n \)
Black lines: Individual data points, \( X_i\,,\, i=1,\ldots,n\)