What Is the Optimal Bin Size of a Histogram: An Informal Description

Authors

Afshin Gholamy, The University of Texas at El PasoFollow
Vladik Kreinovich, The University of Texas at El PasoFollow

Publication Date

7-2017

Comments

Technical Report: UTEP-CS-17-71

Published in International Mathematical Forum, 2017, Vol. 12, No. 15, pp. 731-736

Abstract

A natural way to estimate the probability density function of an unknown distribution from the sample of data points is to use histograms. The accuracy of the estimate depends on the size of the histogram's bins. There exist heuristic rules for selecting the bin size. In this paper, we show that these rules indeed provide the optimal value of the bin size.