Variations on the Histogram

Abstract

When constructing a histogram, it is common to make all bars the same width. One could also choose to make them all have the same area. These two options have complementary strengths and weaknesses; the equal-width histogram oversmooths in regions of high density, and is poor at identifying sharp peaks; the equal-area histogram oversmooths in regions of low density, and so does not identify outliers. We describe a compromise approach which avoids both of these defects. We regard the histogram as an exploratory device, rather than as an estimate of a density. We argue that relying on the asymptotics of integrated mean squared error leads to inappropriate recommendations for choosing bin-widths. Datasets and R codes are available in the online supplements.