OPTIMAL AND DATA-BASED HISTOGRAMS

被引：1094

作者：

SCOTT, DW

机构：

[1] Department of Mathematical Sciences, Rice University, Houston, Texas

来源：

BIOMETRIKA | 1979年 / 66卷 / 03期

关键词：

Frequency distribution; Histogram; Nonparametrio density estimation; Optimal bin width;

D O I：

10.1093/biomet/66.3.605

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

In this paper the formula for the optimal histogram bin width is derived which asymptotically minimizes the integrated mean squared error. Monte Carlo methods are used to verify the usefulness of this formula for small samples. A data-based procedure for choosing the bin width parameter is proposed, which assumes a Gaussian reference standard and requires only the sample size and an estimate of the standard deviation. The sensitivity of the procedure is investigated using several probability models which violate the Gaussian assumption. © 1979 Biometrika Trust.

引用

页码：605 / 610

页数：6

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