To the Graduate Council: I am submitting herewith a thesis written by ...
To the Graduate Council: I am submitting herewith a thesis written by ...
To the Graduate Council: I am submitting herewith a thesis written by ...
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Chapter 4: Algorithm Overview 49Histogr<strong>am</strong>s are good representation tools but not efficient density estimates. We discuss<strong>the</strong> effect of bin width on <strong>the</strong> histogr<strong>am</strong> with a simple ex<strong>am</strong>ple in Figure 4.5. It isimportant to note <strong>the</strong> significant change in shape and <strong>the</strong> density of <strong>the</strong> estimate.Ano<strong>the</strong>r method that is an improvement on <strong>the</strong> histogr<strong>am</strong> used to estimate <strong>the</strong> densityis <strong>the</strong> naïve estimator. It is based on <strong>the</strong> fact that if <strong>the</strong> random variable y has density f<strong>the</strong>n1f ( x ) = lim P( x − h < X < x + h ).h→0 2h(4.7)Thus a natural estimator f of <strong>the</strong> density can be obtained <strong>by</strong> choosing a small number has shown in Equation 4.6.fˆ ( x )=[number ofx1, x2….xnfalling in (x - h, x + h) ]2 × h × n(4.8)The naïve estimator can also be ma<strong>the</strong>matically expressed as follows1fˆ ( x ) =nni = 11 x − Xw (h hwhere w(x) represents a rectangle function of height 0.5 and width of 2.i)(4.9)It is easy to generalize <strong>the</strong> naive estimator to overcome its rugged nature of <strong>the</strong> density<strong>by</strong> replacing <strong>the</strong> weight function w <strong>by</strong> a kernel function K which satisfies <strong>the</strong>condition described in Equation 4.10.Number of bins = 4Number of bins = 7yDensityDensityxyyFigure 4.5: Illustration that shows <strong>the</strong> effect of bin width on density estimationusing a histogr<strong>am</strong>.