Work out the following

3. Suppose X1,X2, . . . ,Xn are iid Generalized Error Distribution GED(0, 1.1.5) and you use a kernel density estimate with a rectangular kernel. (a) Analytically derive an expression for the expected value of the kernel density estimate f},(a;) in terms of the cdf of GED(U, 1, 1.5). Hint: You can use that the width, 21;, of rectangular kernel with bandwidth (3 is approximately 10 = b- 3.464 , and also note that rectangular kernel with bandwidth parameter b and width u; satises that 1 E