Freedman-Diaconis rule

Freedman-Diaconis rule

In statistics, the Freedman-Diaconis rule can be used to select the size of the bins to be used in a histogram. The general equation for the rule is:

:mbox{Bin size}=2, mbox{IQR}(x) n^{-1/3} ;

where

:scriptstyleoperatorname{IQR}(x) ; is the interquartile range of the data:scriptstyle n ; is the number of observations in the sample scriptstyle x. ;

turges' rule

Another approach is to use "Sturges' rule": use a bin so large that there are about scriptstyle 1+log_2n non-empty bins.

References

* David Freedman and Persi Diaconis (1981). "On the histogram as a density estimator: "L"2 theory." "Probability Theory and Related Fields". 57(4): 453-476


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