Now open the terminal and run the below command from the folder where script is downloaded to make it executable.
$ sudo sh ker-upg-3.8.6.sh
After the completion, reboot the system for the changes to take effect and after reboot run the below command to confirm the version.
$ uname -r
In case if the kernel 3.8.6 is not compatible with your system hardware, then run the below command to remove the kernel 3.8.6 and switch back to previous kernel.
$ sudo apt-get purge linux-image-3.8.5-030805