Selecting the Number of Bins in a Histogram: A Decision Theoretic Approach
نویسندگان
چکیده
In this note we consider the problem of, given a sample, selecting the number of bins in a histogram. A loss function is introduced which reflects the idea that smooth distributions should have fewer bins than rough distributions. A stepwise Bayes rule, based on the Bayesian bootstrap, is found and is shown to be admissible. Some simulation results are presented to show how the rule works in practice.
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