On the Histogram as a Density Estimator: L 2 Theory

نویسنده

  • David Freedman
چکیده

Let f be a probability density on an interval I, finite or infinite: I includes its finite endpoints, if any; and f vanishes outside of I. Let X1, . . . ,X k be independent random variables, with common density f The empirical histogram for the X's is often used to estimate f To define this object, choose a reference point xosI and a cell width h. Let Nj be the number of X's falling in the j th class interval:

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تاریخ انتشار 2004