deb-bose-MATH5895-assign2

01a

As \(\sigma^{2}\) is constant and \(\Big{\{}X_{i}\Big{\}}\) are from a \([0,1]\) range, we may use ”plug-in” bandwidth selectors for the NW estimator. Using Sheather & Jones bandwidth selector by \(bw.SJ\) -

NW estimator using SJ bandwidth selector