A comparison of automatic histogram constructions

P.L. Davies; U. Gather; D.J. Nordman; H. Weinert

doi:10.1051/ps:2008005

A comparison of automatic histogram constructions

P.L. Davies, U. Gather, D.J. Nordman, H. Weinert

Statistics

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Abstract

Even for a well-trained statistician the construction of a histogram for a given real-valued data set is a difficult problem. It is even more difficult to construct a fully automatic procedure which specifies the number and widths of the bins in a satisfactory manner for a wide range of data sets. In this paper we compare several histogram construction procedures by means of a simulation study. The study includes plug-in methods, cross-validation, penalized maximum likelihood and the taut string procedure. Their performance on different test beds is measured by their ability to identify the peaks of an underlying density as well as by Hellinger distance.

Original language	English
Pages (from-to)	181-196
Journal	ESAIM : Probability and Statistics
Volume	13
DOIs	https://doi.org/10.1051/ps:2008005
Publication status	Published - 2009

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AB - Even for a well-trained statistician the construction of a histogram for a given real-valued data set is a difficult problem. It is even more difficult to construct a fully automatic procedure which specifies the number and widths of the bins in a satisfactory manner for a wide range of data sets. In this paper we compare several histogram construction procedures by means of a simulation study. The study includes plug-in methods, cross-validation, penalized maximum likelihood and the taut string procedure. Their performance on different test beds is measured by their ability to identify the peaks of an underlying density as well as by Hellinger distance.

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JO - ESAIM : Probability and Statistics

JF - ESAIM : Probability and Statistics

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A comparison of automatic histogram constructions

Abstract

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