Scott's rule

Scott's rule
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DOI:
10.1002/wics.103
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发表时间:
2010-07-01
影响因子:
3.2
通讯作者:
Scott, David W.
Scott, David W.
中科院分区:
数学3区
文献类型:
--
作者:
Scott, David W.

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直方图的最优构造是数据分析中的一项基本任务。有许多经验法则可以帮助您入门。有些使用正态密度作为参考分布。斯科特规则属于此类,使用均方误差作为差异的度量。本文讨论了该公式的起源和表述,以及与其他一些公式的比较及其相对性能。 (C) 2010 约翰威利父子公司。
The optimal construction of a histogram is a fundamental task in data analysis. Many rules of thumb are available to get started. Some use the normal density as a reference distribution. Scott's rule is of that class, using as the measure of discrepancy the mean integrated squared error. This article discusses the origin and formulation of this formula, as well as comparisons with some other formulae and their relative performance. (C) 2010 John Wiley & Sons, Inc.