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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Can you give us a link to the Freedman and Diaconis paper where the rule is defined and explained. – Michael R. Chernick Dec 15 '17 at 00:26
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The original paper on this is actually quite accessible (On the Histogram as a Density Estimator: L 2 Theory ): http://citeseerx.ist.psu.edu/viewdoc/download?doi=10.1.1.650.2473&rep=rep1&type=pdf – Alex R. Dec 15 '17 at 01:13