The default bandwidth of the kernel smoothing window.

Dear all,

I use [f,xi,bw] = ksdensity(x) to return a probability density estimate. I let the type of kernel smoother to use is default. Then I have the plot of pdf and the default (optimal) bandwidth bw.

Would you please show me what equation does Matlab use to calculate this optimal bandwidth?

This optimal bandwidth is different from the result from the equation h≈1.06σn^(-1/5).

Thank you very much.

[Alexandra]

I have the same doubt. Did you find out the answer? Many thanks