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Results for freedman-diaconis
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1 vote
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Problem with simulate $X$ with $X|Y = y \sim Exp(y)$ and $Y \sim Exp(1.5)$

The standard approaches (Sturges, Freedman/Diaconis, etc.) generally work fine but those don't work well for some distributions. …
JimB's user avatar
  • 4,505
1 vote
0 answers
23 views

How useful is exchangeability for non-extendible sequences?

Bernardo and Smith (1994, Sec. 4.7) discuss a result of Diaconis and Freedman (1980) on finite exchangeable sequences showing that if the considered sequence can be extended to an exchangeable sequence …
Paweł Czyż's user avatar
1 vote
0 answers
141 views

How Minitab calculate optimize number of bins of a normal distribution histogram

I used minitab to draw a normal distribution histogram and saw that the number of bins in that graph doesn't follow any rules to calculate bin size that I know of (sturge, square-root, rice, freedman-diaconis
nein_kariki's user avatar
4 votes

Bayes update rule studied as an operator

properties of Bayesian updating --- e.g., looking at the "frequentist consistency" of Bayesian analysis under correct or incorrect model specification in a range of model classes (see e.g., Berk 1970, Diaconis … and Freedman 1986, Barron, Schervish and Wasserman 1999, Ghosal, Ghosh and van der Vaart 2000, Shen and Wasserman 2001, Walker 2009, Shalizi 2009). …
Ben's user avatar
  • 133k
5 votes

How do we find probability of a binary event occurring in continuous space?

parametric form and then you would have a parametric binary regression model, or you might simply assume some simple smoothness properties and decide to use a nonparametric binary regression model (see e.g., Diaconis … and Freedman 1993). …
Ben's user avatar
  • 133k
2 votes
1 answer
603 views

Methods to identify the optimal number of bins between two groups

I am aware of Sturge’s and Freedman-Diaconis rules. … I am looking for an equation/ test, similar to Sturge’s and Freedman-Diaconis rules, that can do this. …
bgun's user avatar
  • 23
4 votes

What to do when IQR returns 0 in Freedman-Diaconis' rule?

If you look at R's hist.default function, the nclass.FD function computes the number of bins for Freedman-Diaconis rule. …
Sam A.'s user avatar
  • 171
0 votes

Determining an optimal discretization of data from a continuous distribution

Freedman-Diaconis, prescribes a formula for determining a bin width that minimizes the integral of squared error between the resulting histogram and "underlying/true" probability distribution. … Shimazaki-Shinomoto is similar in flavour to Freedman-Diaconis. Variations on the histogram is a bit different from the two above, and is related to creating histograms with "equal-area" per bin. …
fool's user avatar
  • 2,540
0 votes
1 answer
262 views

Computing histogram bins with insensitivity to domain scale

Currently, I'd like to use the Freedman-Diaconis rule for determine bin widths: $h=2\times\text{IQR}\times N^{-1/3}$ (where $h$ is the bin width). … The problem with this is that each dataset would have a different IQR, and thus a different recommendation for the bin width according to Freedman-Diaconis. …
widavies's user avatar
  • 101
1 vote

Rounding in Sturges' formula

Two other rules in common use include 'Freedman-Diaconis' and 'square root'. … log2(10000) [1] 13.28771 set.seed(606) x = rexp(10000, .01) hist(x) By contrast, the Freedman-Diaconis rule suggests between 85 and 90 bins. …
BruceET's user avatar
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3 votes
Accepted

What to do when IQR returns 0 in Freedman-Diaconis' rule?

hist(x1, col="skyblue2") # 1 hist(x, col="skyblue2") # 2 hist(x, br=3*b, col="skyblue2") # 3 par(mfrow=c(1,1)) # return to single-panel plots I'm not claiming that R uses the Freedman-Diaconis
BruceET's user avatar
  • 57.6k
3 votes
2 answers
785 views

What to do when IQR returns 0 in Freedman-Diaconis' rule?

For discretization, I'm using Freedman-Diaconis rule which computes the optimal number of bins which will be given input to KBinsDiscretizer. … Freedman-Diaconis' rule states that, $$ \text{bin width}, h=2\frac{\operatorname{IQR}(x)}{n^{1/3}} $$ $$ \text{number of bins}, k = \frac{range(x)}{h} $$ The column has $32561$ values. …
Robur_131's user avatar
  • 133
22 votes
Accepted

Realistically, does the i.i.d. assumption hold for the vast majority of supervised learning ...

There is another useful extension by Diaconis and Freedman (1980) that establishes a representation theorem for cases of finite exchangeability --- roughly speaking, in this case the values are "almost …
Ben's user avatar
  • 133k
5 votes
0 answers
719 views

Intuitive understanding of the Aldous-Hoover representation theorem for row-column exchangea...

Diaconis, Freedman (1980): Finite exchangeable sequences, Ann. Prob. 8, 745 https://doi.org/10.1214/aop/1176994663. Diaconis, Freedman (1981): On the statistics of vision: The Julesz conjecture, J. … Diaconis, Janson (2008): Graph limits and exchangeable random graphs, Rend. Matematica 28, 33 http://www1.mat.uniroma1.it/ricerca/rendiconti/ARCHIVIO/2008(1)/33-61.pdf. …
pglpm's user avatar
  • 1,316
0 votes
1 answer
30 views

Given a large data set, generated from a known distribution, what are the best approaches to...

FreedmanDiaconis rule or the square-root-$N$ rule, and get the count number for each bin centre and then fit the function to these coordinates. …
user27119's user avatar
  • 328

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