I am trying to understand kernel density estimation and found the graphic below illustrating different kernel functions on Wikipedia. I have no trouble reconciling it with the two statements
- "the kernel integrates to one", i.e. $\int K(z)\mathrm{d}z=1$, and
- "the kernel is symmetric around zero", i.e. $K(z)=K(-z)$.
But I've several times seen the statement "the kernel has zero mean" and I can't make sense out of it.
Does it mean
- $\mathbb{E}[K(z)]=\int K(z)z\mathrm{d}z=0$ or
- something else entirely?