Measuring the stability of histogram appearance when the anchor position is changed
AbstractAlthough the histogram is the most widely used density estimator, it is well--known that the appearance of a constructed histogram for a given bin width can change markedly for different choices of anchor position. In this paper we construct a stability index $G$ that assesses the potential changes in the appearance of histograms for a given data set and bin width as the anchor position changes. If a particular bin width choice leads to an unstable appearance, the arbitrary choice of any one anchor position is dangerous, and a different bin width should be considered. The index is based on the statistical roughness of the histogram estimate. We show via Monte Carlo simulation that densities with more structure are more likely to lead to histograms with unstable appearance. In addition, ignoring the precision to which the data values are provided when choosing the bin width leads to instability. We provide several real data examples to illustrate the properties of $G$. Applications to other binned density estimators are also discussed.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by Department of Economics and Business, Universitat Pompeu Fabra in its series Economics Working Papers with number 133.
Date of creation: Jul 1995
Date of revision:
Contact details of provider:
Web page: http://www.econ.upf.edu/
Bin width; frequency polygon; Gini index; linear binning; Lorenz curve; Monte Carlo simulation;
Other versions of this item:
- Simonoff, Jeffrey S. & Udina, Frederic, 1997. "Measuring the stability of histogram appearance when the anchor position is changed," Computational Statistics & Data Analysis, Elsevier, vol. 23(3), pages 335-353, January.
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- HARDLE, Wolfgang & SCOTT, David, 1990.
"Smoothing by weighted averaging of rounded points,"
CORE Discussion Papers
1990040, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Pedro Delicado & Manuel del Río, 1999. "A generalization of histogram type estimators," Economics Working Papers 422, Department of Economics and Business, Universitat Pompeu Fabra.
- Frederic Udina, .
"Implementing interactive computing in an object-oriented environment,"
Journal of Statistical Software,
American Statistical Association, vol. 5(i03).
- Frederic Udina, 1999. "Implementing interactive computing in an object-oriented environment," Economics Working Papers 419, Department of Economics and Business, Universitat Pompeu Fabra.
- Dong, Jianping & Zheng, Chuang, 2001. "Generalized edge frequency polygon for density estimation," Statistics & Probability Letters, Elsevier, vol. 55(2), pages 137-145, November.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: ().
If references are entirely missing, you can add them using this form.