"Chia C Chong" <[EMAIL PROTECTED]> wrote in message
news:<a0n001$b7v$[EMAIL PROTECTED]>...
> I plotted a histogram density of my data and its smooth version using the
> normal kernel function. I tried to plot the estimated PDF (Laplacian &
> Generalised Gaussian) estimated using maximum likelihood method on top as
> well. Graphically, its seems that Laplacian wil fit thr histogram density
> graph better while the Generalised Gaussian will fit the smooth version
> (i.e. the kernel densoty version).
>
Imagine that you began with a sample from a Laplacian (double
exponential) distribution. What will happen to the central peak after
you smooth it with a KDE?
Glen
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