Table 3: Mean squared errors results for bandwidth selection methods for different sample sizes and for data from a Log-normal distribution.

𝑝 𝑛 = 1 0 0 𝑛 = 2 0 0 𝑛 = 5 0 0

0.05method 10.0016630320.00100985730.0006568989
method 20.0023841360.00072704410.0003613541
0.10method 10.0018631410.00084383330.0002915013
method 20.0026019940.00083614750.0002981938
0.15method 10.0026331530.00134928700.0004451506
method 20.0026235520.00119431440.0003738508
0.20method 10.0037534580.00199223560.0006866399
method 20.0031073510.00147245250.0005685022
0.25method 10.0049566350.00271408780.0009886053
method 20.0045643820.00229520790.0008557756
0.30method 10.0064801950.00356031710.0015897314
method 20.0064369670.00315742640.0011938924
0.35method 10.0088588500.00479723720.0023446072
method 20.0084431290.00386261050.0015443970
0.40method 10.0100539690.00559891430.0022496198
method 20.0108933980.00517357210.0017579579
0.45method 10.0129989400.00690583620.0030102466
method 20.0136079310.00636067580.0019799551
0.55method 10.0196878500.01154314730.0051386226
method 20.0205811100.01008288100.0029554466
0.60method 10.0238818830.01292279020.0046644050
method 20.0258454190.01290811380.0040301844
0.65method 10.0321555370.01604761260.0056732073
method 20.0357370080.01671474690.0056528658
0.70method 10.0450279650.02495768360.0077709058
method 20.0426813150.02239363020.0077616346
0.75method 10.0607156760.03188911760.0121926243
method 20.0592761980.03237387490.0104119217
0.80method 10.0876947540.04508149110.0165993582
method 20.0907046300.05303747100.0168162426
0.85method 10.1405373740.08402903730.0311728395
method 20.1938571960.11319499070.0350218855
0.90method 10.2899444170.16422360620.0679038026
method 20.5520926890.27633018180.1112433633
0.95method 11.1197171370.47640266160.1984216218
method 22.3066726681.31590086680.2217620895