Equal-bin-width histogram versus equal-bin-count histogram

被引:19
作者
Sulewski, Piotr [1 ]
机构
[1] Pomeranian Univ, Inst Math, Kozietulskiego St 6-7, PL-76200 Slupsk, Poland
关键词
Empirical density function; histogram; random number generator; Monte Carlo simulation; similarity measure;
D O I
10.1080/02664763.2020.1784853
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The histogram has all its bin widths equal to some non-random number arbitrary set by an analyst (EBWH). In the result, particular bin counts are random variables. This paper presents also a histogram that is constructed in a converse manner. Bin counts are all equal to some non-random number arbitrary set by an analyst (EBCH). In the result, particular bin widths are random variables. The first goal of the paper is a choose of constant bin width (of bin numbersk) in the EBWH, which maximize the similarity measure in the Monte Carlo simulation. The second goal is a choose of constant bin count in the EBCH, which maximize the similarity measure in the Monte Carlo simulation. The third goal is to present similarity measures between empirical and theoretical data. The fourth goal is the comparative analysis of two histogram methods by means of the frequency formula. The first additional goal is a tip how to proceed in EBCH when modulo(n,k)not equal 0. The second additional goal is the software in the form of a Mathcad file with the implementation of EBWH and EBCH.
引用
收藏
页码:2092 / 2111
页数:20
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