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Can anyone provide a good derivation of the FD rule? Or explain why it is a good way to define the bin widths of a histogram. Are there any other similar rules and how do they compare?

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  • $\begingroup$ Can you give us a link to the Freedman and Diaconis paper where the rule is defined and explained. $\endgroup$ – Michael Chernick Dec 15 '17 at 0:26
  • $\begingroup$ The original paper on this is actually quite accessible (On the Histogram as a Density Estimator: L 2 Theory ): citeseerx.ist.psu.edu/viewdoc/… $\endgroup$ – Alex R. Dec 15 '17 at 1:13

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