This applet illustrates kernel density estimates (KDEs).
The applet allows the user to select one of several populations
from which to generate samples. Once a sample is generated, the user
may use the slider bar to select the smoothing
parameter for estimating the density. The true density is overlaid
for comparison. The user may also select from one of seven kernel
functions.
For each new sample, the window width width is set to the value
w = IQR(x) / 1.349
if (w < SDEV(x)) w = SDEV(x)
width = 0.9 * w / n^(1/5)