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Rob J Hyndman1

5 July 1995

Abstract Most statistical packages use Sturges rule (or an extension of it) for selecting the number of classes when constructing a histogram. Sturges rule is also widely recommended in introductory statistics textbooks. It is known that Sturges rule leads to oversmoothed histograms, but Sturges derivation of his rule has never been questioned. In this note, I point out that the argument leading to Sturges rule is wrong. Key words: Histogram, bin-width selection, statistical computer packages.

Herbert Sturges (1926) considered an idealised frequency histogram with k bins where the 1 ith bin count is the binomial coecient k i , i = 0, 1, . . . , k 1. As k increases, this ideal frequency histogram approaches the shape of a normal density. The total sample size is

k 1

n=

i=0

k1 i

= (1 + 1)k1 = 2k1

by the binomial expansion. So the number of classes to choose when constructing a histogram from normal data is k = 1 + log2 n. This is Sturges rule. If the data are not normal, additional classes may be required; Doane (1976) proposed a modication to Sturges rule to allow for skewness. It is known that Sturges rule and Doanes rule lead to oversmoothed histograms, especially for large samples (see, for example, Scott, 1992). But the derivation of Sturges rule does not seem to have been questioned, and has been reproduced by several authors including both Doane (1976) and Scott (1992). The problem with the above argument is that any multiple of the binomial coecients could have been used and the frequency histogram would still approach the normal density. So, any number of classes could be obtained, depending on the multiple used. In the derivation above, Sturges is implicitly using a binomial distribution to approximate an underlying normal distribution. That is, if the underlying density is normal and is appropriately scaled to have mean (k 1)/2 and variance (k 1)/4, then it can be approximated by a binomial distribution B(k 1, 0.5) for large k . Then the histogram classes correspond to the discrete values of the binomial distribution. The expected class 1 k1 . So if n = 2k1 we obtain Sturges idealised histogram. frequencies are n k i (0.5) But any other value of n is equally valid and does not lead to Sturges rule.

Rob Hyndman is Senior Lecturer, Department of Econometrics and Business Statistics, Monash University, Clayton, Victoria, Australia, 3168.

1

Alternative rules for constructing histograms include Scotts (1979) rule for the class width: h = 3.5sn1/3 and Freedman and Diaconiss (1981) rule for the class width: h = 2(IQ)n1/3 where s is the sample standard deviation and IQ is the sample interquartile range. Either of these are just as simple to use as Sturges rule, but are well-founded in statistical theory. Wand (1995) has recently extended Scotts rule to give consistent estimators of the underlying density. Sturges rule has probably survived as long as it has because, for moderate n (less than 200), it gives similar results to the alternative rules above (see Scott, 1992, p.56), and so produces reasonable histograms. However, it does not work for large n. The problem with Sturges rule is that its derivation is wrong. It is a rule which no longer deserves a place in statistics textbooks or as a default in statistical computer packages.

References

Doane, D.P. (1976) Aesthetic frequency classication. American Statistician, 30, 181 183. Freedman, D. and Diaconis, P. (1981) On this histogram as a density estimator: L2 theory. Zeit. Wahr. ver. Geb., 57, 453476. Scott, D.W. (1979) On optimal and data-based histograms. Biometrika, 66, 605610. Scott, D.W. (1992) Multivariate density estimation: theory, practice, and visualization, John Wiley & Sons: New York. Sturges, H. (1926) The choice of a class-interval. J. Amer. Statist. Assoc., 21, 6566. Wand, M.P. (1995) Data-based choice of histogram bin-width. Technical report, Australian Graduate School of Management, University of NSW.

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