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The Kernel

It is advantageous to employ a probability density function (*pdf*)
as the kernel, since then the estimated density is guaranteed to
also be a pdf. A common choice of kernel is the Normal pdf, however
there is some advantage in using other functions, both those with a
higher probability associated with the tail, and those whose
contribution to the estimate decreases to zero for points
sufficiently remote from the contributor thus allowing the use of a kernel that
allows a better fit to the data. For example, in the case of estimating a
density that arrives from survival data, there is a distinct advantage in using
a
kernel with
.

**Subsections**

danny
2009-07-23