1. Included among the R and S-PLUS functions written for this book is the function ghdist(n,g=0,h=0), which...
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1. Included among the R and S-PLUS functions written for this book is the function ghdist(n,g=0,h=0), which generates n observations from a so-called g-and-h distribution (which is described in more detail in Chapter 4). The command ghdist(30,0,.5) will generate 30 observations from a symmetric, heavy-tailed distribution. Generate 30 observations in this manner, and create the density estimates using the functions skerd, kdplot, rdplot, and akerd. Repeat this 20 times and comment on the pattern of results.
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Introduction To Robust Estimation And Hypothesis Testing
ISBN: 9780127515427
2nd Edition
Authors: Rand R. Wilcox
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