METHODS OF CHOOSING SMOOTHING PARAMETER IN KERNEL DENSITY ESTIMATION

ABSTRACT 

This study focused on methods of choosing smoothing parameter in kernel density estimation and there are different ways to choose the smoothing parameter, but no one method works for all. In this study, we discussed about three different ways of choosing smoothing parameter and we also collected secondary data to create three datasets, then applied the three methods to these dataset. Our goal was to see how these methods are performed by measuring the Mean Integrated Square Error (MISE).