I would like to compute (and plot) the exact density of the following distribution:
$ X_i \sim exp(-Exponential(\lambda)) - 0.5 $
I already have the estimated density for this distribution, but I need to get its exact density to compute the MSE of my kernel estimator.
I have difficulties to transform the function to be able to plot its density.
For now, I have tried to compute it (with r). I used the inverse of the transformation to be able to compute the pdf using dexp().
X2 <- exp(-rexp(n,rate =1))-0.5 #get random sample X2<-sort(X) plot(X2,dexp(-log(X2+0.5)))
What am I doing wrong here?