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

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Computational Statistics and Data Analysis, 23, (1997), pp. 335-353
To cite or link this document: Simonoff, Jeffrey S. Udina, Frederic
dc.contributor.other Universitat Pompeu Fabra. Departament d'Economia i Empresa 1995-07-01
dc.identifier.citation Computational Statistics and Data Analysis, 23, (1997), pp. 335-353
dc.description.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.
dc.language.iso eng
dc.relation.ispartofseries Economics and Business Working Papers Series; 133
dc.rights L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commons
dc.title Measuring the stability of histogram appearance when the anchor position is changed
dc.type info:eu-repo/semantics/workingPaper 2016-06-04T02:50:13Z
dc.subject.keyword Statistics, Econometrics and Quantitative Methods
dc.subject.keyword bin width
dc.subject.keyword frequency polygon
dc.subject.keyword gini index
dc.subject.keyword linear binning
dc.subject.keyword lorenz curve
dc.subject.keyword monte carlo simulation
dc.rights.accessRights info:eu-repo/semantics/openAccess

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