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6  Nonparametric Density Estimation                          297


                     9.   A density function is given in the figure.  Find the Hermite expansion up
                          to the fourth term and show how closely the expansion approximates the
                         density function.
                                                    p(x)
                                                     t















                     10.   A  density function of three binary  inputs is given in the table.
                          (a) Show the Walsh expansion.  (b) Show the Bahadur expansion.







                                            -1   -1


                                            +I   +I   +!



                     References


                     1.   M.  Rosenblatt,  Remarks  on  some  nonparametric  estimates  of  a  density
                          function, Ann. Math. Stat., 27, pp. 832-837,  1956.
                     2.   E.  Parzen,  On  the  estimation  of  a  probability  density  function  and  the
                          mode, Ann. Math. Stat., 33, pp.  1065-1076, 1962.
                     3.   T. Cacoullos, Estimation of a multivariate density, Ann. Inst. Sfat. Math..
                          18, pp.  178-189, 1966.
                     4.   L.  Devroye and  L.  Gyorfi,  “Nonparametric  Density  Estimation: The L,
                          View,”  John Wiley, New  York,  1985.
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