Journal
WILEY INTERDISCIPLINARY REVIEWS-COMPUTATIONAL STATISTICS
Volume 2, Issue 4, Pages 497-502Publisher
WILEY
DOI: 10.1002/wics.103
Keywords
frequency chart; optimal bin width; cross-validation; oversmoothing; graphical display
Categories
Funding
- NSF [DMS-09-07491]
- ONR [N00014-06-1-0060]
- Division Of Mathematical Sciences
- Direct For Mathematical & Physical Scien [0907491] Funding Source: National Science Foundation
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The optimal construction of a histogram is a fundamental task in data analysis. Many rules of thumb are available to get started. Some use the normal density as a reference distribution. Scott's rule is of that class, using as the measure of discrepancy the mean integrated squared error. This article discusses the origin and formulation of this formula, as well as comparisons with some other formulae and their relative performance. (C) 2010 John Wiley & Sons, Inc.
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