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Generalized edge frequency polygon for density estimation

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  • Dong, Jianping
  • Zheng, Chuang

Abstract

Jones et al. (Biometrica 85, 235) proposed an edge frequency polygon estimator to estimate a probability density function. Their estimator has a smaller asymptotic mean integrated squared error than that of the frequency polygon estimator. In this paper we introduce a generalized edge frequency polygon estimator. Instead of averaging heights of two bins at each bin edge, we take weighted averages of the heights in the neighboring 2k (k[greater-or-equal, slanted]1) bins, which further reduces the asymptotic mean integrated squared error.

Suggested Citation

  • Dong, Jianping & Zheng, Chuang, 2001. "Generalized edge frequency polygon for density estimation," Statistics & Probability Letters, Elsevier, vol. 55(2), pages 137-145, November.
    • Handle: RePEc:eee:stapro:v:55:y:2001:i:2:p:137-145
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    References listed on IDEAS

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    1. 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.
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