Splus Homework Set 7, Due Wednesday May 14, 2003 ================================================ Density Estimation. Download the artificially generated dataset HW7data.gz which you can find in the Data link on the course web-page: it consists of 500 scalar values. The homework assignment is to fit density estimates and find data summaries by several specific methods: (a) Fit the density by a kernel-density method, explaining the choice of kernel-function and bandwidth parameter. (If you use the Splus default density estimate, make sure to tell what the kernel function and (optimized) bandwith parameter are. (b) Find and plot a density-estimator for the same data, by applying a smoothing-spline method (with higer-order smoothness) to the empirical distribution function. (c) Find and plot a density-estimator for the same data, by fitting via Maximumn Likelihood a mixture of 2 or 3 normals. (d) Use each of the fitted density functions to estimate the upper quartile for the distribution. (e) Compare your estimates of the upper quartile with a bootrap estimate. Find a `theoretical' empirical confidence interval for the upper quartile, and find a corresponding Bootstrap estimated of confidence interval.