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Measuring the stability of histogram appearance when the anchor position is changed

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  • Simonoff, Jeffrey S.
  • Udina, Frederic

Abstract

Although 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.
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Suggested Citation

  • 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.
    • Handle: RePEc:eee:csdana:v:23:y:1997:i:3:p:335-353
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    Cited by:

    1. Udina, Frederic, 2000. "Implementing interactive computing in an object-oriented environment," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 5(i03).
    2. Jyh-Shyang Wu & Wen-Shuenn Deng, 2012. "Averaged shifted chi-square test," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 24(1), pages 39-57.
    3. repec:jss:jstsof:05:i03 is not listed on IDEAS
    4. Pedro Delicado & Manuel del Río, 1999. "A generalization of histogram type estimators," Economics Working Papers 422, Department of Economics and Business, Universitat Pompeu Fabra.
    5. Dong, Jianping & Zheng, Chuang, 2001. "Generalized edge frequency polygon for density estimation," Statistics & Probability Letters, Elsevier, vol. 55(2), pages 137-145, November.

    More about this item

    JEL classification:

    • 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

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