Integrating Taylor's Approximation
I am reviewing Casella's All of Statistics. A particular integral comes up when reviewing non-parametric statistics in particular Histograms.
Assume that some $xin B_j$ and any other $u in B_j$ where $B_j$ is some particular bin in the histogram. I don't think the frequencies are going to be too important here...
$$int_{B_j}f(u)du approx int_{B_j}f(x) + (u-x)f^{prime}(u)$$
$$= f(x)h + hf^{prime}(x) ( h (j-frac{1}{2})-x)$$
Now I can see that the first term is just base times height.... this is a histogram after all...
But that second term is bothering me. I can't think of a simple geometrical interpretation for what it means. I figure it is some sort of compensation for the value that exists between the histogram and the true $f$. Is this accurate? And if so where does a derivation of this exist? Or did I just forget my elementary calculus?
calculus statistics
add a comment |
I am reviewing Casella's All of Statistics. A particular integral comes up when reviewing non-parametric statistics in particular Histograms.
Assume that some $xin B_j$ and any other $u in B_j$ where $B_j$ is some particular bin in the histogram. I don't think the frequencies are going to be too important here...
$$int_{B_j}f(u)du approx int_{B_j}f(x) + (u-x)f^{prime}(u)$$
$$= f(x)h + hf^{prime}(x) ( h (j-frac{1}{2})-x)$$
Now I can see that the first term is just base times height.... this is a histogram after all...
But that second term is bothering me. I can't think of a simple geometrical interpretation for what it means. I figure it is some sort of compensation for the value that exists between the histogram and the true $f$. Is this accurate? And if so where does a derivation of this exist? Or did I just forget my elementary calculus?
calculus statistics
3
this video has all the necessary info: youtube.com/watch?v=3d6DsjIBzJ4
– tp1
2 days ago
Oh nice! I love three blue one brown.
– JetRex
2 days ago
add a comment |
I am reviewing Casella's All of Statistics. A particular integral comes up when reviewing non-parametric statistics in particular Histograms.
Assume that some $xin B_j$ and any other $u in B_j$ where $B_j$ is some particular bin in the histogram. I don't think the frequencies are going to be too important here...
$$int_{B_j}f(u)du approx int_{B_j}f(x) + (u-x)f^{prime}(u)$$
$$= f(x)h + hf^{prime}(x) ( h (j-frac{1}{2})-x)$$
Now I can see that the first term is just base times height.... this is a histogram after all...
But that second term is bothering me. I can't think of a simple geometrical interpretation for what it means. I figure it is some sort of compensation for the value that exists between the histogram and the true $f$. Is this accurate? And if so where does a derivation of this exist? Or did I just forget my elementary calculus?
calculus statistics
I am reviewing Casella's All of Statistics. A particular integral comes up when reviewing non-parametric statistics in particular Histograms.
Assume that some $xin B_j$ and any other $u in B_j$ where $B_j$ is some particular bin in the histogram. I don't think the frequencies are going to be too important here...
$$int_{B_j}f(u)du approx int_{B_j}f(x) + (u-x)f^{prime}(u)$$
$$= f(x)h + hf^{prime}(x) ( h (j-frac{1}{2})-x)$$
Now I can see that the first term is just base times height.... this is a histogram after all...
But that second term is bothering me. I can't think of a simple geometrical interpretation for what it means. I figure it is some sort of compensation for the value that exists between the histogram and the true $f$. Is this accurate? And if so where does a derivation of this exist? Or did I just forget my elementary calculus?
calculus statistics
calculus statistics
asked 2 days ago
JetRex
977
977
3
this video has all the necessary info: youtube.com/watch?v=3d6DsjIBzJ4
– tp1
2 days ago
Oh nice! I love three blue one brown.
– JetRex
2 days ago
add a comment |
3
this video has all the necessary info: youtube.com/watch?v=3d6DsjIBzJ4
– tp1
2 days ago
Oh nice! I love three blue one brown.
– JetRex
2 days ago
3
3
this video has all the necessary info: youtube.com/watch?v=3d6DsjIBzJ4
– tp1
2 days ago
this video has all the necessary info: youtube.com/watch?v=3d6DsjIBzJ4
– tp1
2 days ago
Oh nice! I love three blue one brown.
– JetRex
2 days ago
Oh nice! I love three blue one brown.
– JetRex
2 days ago
add a comment |
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3
this video has all the necessary info: youtube.com/watch?v=3d6DsjIBzJ4
– tp1
2 days ago
Oh nice! I love three blue one brown.
– JetRex
2 days ago