Plotting a histogram density estimator

Hello everyone,

Kindly assist me in writing a Matlab code to plot the histogram density estimator using Scott rule.

I tried the following but didnt get a result:

n=length(a); % sample size
s = std(a); 
h = 3.5*s*(length(a)).^(-1/3);

% compute the skew factor (for histograms): 
sf = ((2.^(1/3)).*s) / ( exp(5.*s.^2/4) .* ((s.^2 + 2).^(1/3)) .* (exp(s.^2) - 1).^(1/2) );
h  = h*sf; 

% get the limits, bins, bin centers etc:
x_lim_left = min(x)-1;
x_lim_rght = max(x)+1;
t0   = x_lim_left;
tm   = x_lim_rght; 
rng  = tm-t0; 
nbin = ceil(rng./h); 
bins = t0:h:(nbin.*h+t0);        % <- the bin edges ... 
%bc   = bins(1:end-1)+h./2;     % <- the bin centers ... 

x(x<x_lim_left)=x_lim_left;
x(x>x_lim_rght)=x_lim_rght;
vk=histc(x,bins); vk(end)=[];
% normalize: 
fhat = vk/(n.*h);

[Star Strider]

What do you mean by ‘didn’t get a result’?

I’m not certain where you’re your getting your expressions (I wasn’t aware of Scott’s paper until I went looking for it), but your expression for the skewness factor doesn’t resemble the expression on the top of page 6 (for the normal density).

Perhaps going into more detail will help. I’m not certain what you want to do.