Included among the R and S-PLUS functions written for this book is the function ghdist(n,g=0,h=0), which generates n observations from a so-called g-and-h distribution (which is described in more...

Included among the R and S-PLUS functions written for this book is the function ghdist(n,g=0,h=0), which generates n observations from a so-called g-and-h distribution (which is described in more detail in Chapter 4). The command ghdist(30,0,.5) will generate 30 observations from a symmetric, heavy-tailed distribution. Generate 30 observations in this manner, and create the density estimates using the functions skerd, kdplot, rdplot, and akerd. Repeat this 20 times and comment on the pattern of results.