You have a sample of wages for 1000 men and 1000 women. You estimate the density functions

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You have a sample of wages for 1000 men and 1000 women. You estimate the density functions bfm(x) and bfw(x) for the two groups using the same bandwidth h. You then take the average bf (x) Æ

¡ bfm(x)Å bfw(x)

¢

/2. How does this compare to applying the density estimator to the combined sample?

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