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Generalized edge frequency polygon for density estimation

โœ Scribed by Jianping Dong; Chuang Zheng

Book ID
104301693
Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
111 KB
Volume
55
Category
Article
ISSN
0167-7152

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โœฆ Synopsis

Jones et al. (Biometrica 85, 235) proposed an edge frequency polygon estimator to estimate a probability density function. Their estimator has a smaller asymptotic mean integrated squared error than that of the frequency polygon estimator. In this paper we introduce a generalized edge frequency polygon estimator. Instead of averaging heights of two bins at each bin edge, we take weighted averages of the heights in the neighboring 2k (k ยฟ 1) bins, which further reduces the asymptotic mean integrated squared error.

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