Question: Show that this estimator is a kernel density estimator. Problem 1.1. Rosenblatt's density estimator is given by mar) = h'1 [Fn (33 + g) -

Show that this estimator is a kernel density estimator.

Problem 1.1. Rosenblatt's density estimator is given by mar) = h'1 [Fn (33 + g) - Fn (96 - %)], Where h denotes bin Width and Fn(a:) is the empirical cumulative distribution function at a: E R. 1. Show that this estimator is a kernel density estimator. 2. What type of kernel corresponds to this estimator? 3. Derive the bias and variance of this estimator. 4. Using your results from above, nd its meanintegrated squared error (MISE)

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