Title

Generalized edge frequency polygon for density estimation

Document Type

Article

Publication Date

11-15-2001

Abstract

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 ≥ 1) bins, which further reduces the asymptotic mean integrated squared error. © 2001 Elsevier Science B.V. All rights reserved.

Publication Title

Statistics and Probability Letters

Share

COinS