=+y Fig. 11.1. Numerical example: solid line: kernel estimate; dash line: true density where p > 3.

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=+y Fig. 11.1. Numerical example: solid line: kernel estimate; dash line: true density where p > 3. Verify that fp is a pdf. Then show that ρw, ρs → 0 as p → 3.

Therefore, the right side of (11.19) can be approached with arbitrary closeness by choosing p sufficiently close to 3.

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