Integrating Taylor's Approximation












2














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?










share|cite|improve this question


















  • 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
















2














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?










share|cite|improve this question


















  • 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














2












2








2







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?










share|cite|improve this question













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






share|cite|improve this question













share|cite|improve this question











share|cite|improve this question




share|cite|improve this question










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














  • 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










0






active

oldest

votes











Your Answer





StackExchange.ifUsing("editor", function () {
return StackExchange.using("mathjaxEditing", function () {
StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix) {
StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
});
});
}, "mathjax-editing");

StackExchange.ready(function() {
var channelOptions = {
tags: "".split(" "),
id: "69"
};
initTagRenderer("".split(" "), "".split(" "), channelOptions);

StackExchange.using("externalEditor", function() {
// Have to fire editor after snippets, if snippets enabled
if (StackExchange.settings.snippets.snippetsEnabled) {
StackExchange.using("snippets", function() {
createEditor();
});
}
else {
createEditor();
}
});

function createEditor() {
StackExchange.prepareEditor({
heartbeatType: 'answer',
autoActivateHeartbeat: false,
convertImagesToLinks: true,
noModals: true,
showLowRepImageUploadWarning: true,
reputationToPostImages: 10,
bindNavPrevention: true,
postfix: "",
imageUploader: {
brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
allowUrls: true
},
noCode: true, onDemand: true,
discardSelector: ".discard-answer"
,immediatelyShowMarkdownHelp:true
});


}
});














draft saved

draft discarded


















StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3060980%2fintegrating-taylors-approximation%23new-answer', 'question_page');
}
);

Post as a guest















Required, but never shown

























0






active

oldest

votes








0






active

oldest

votes









active

oldest

votes






active

oldest

votes
















draft saved

draft discarded




















































Thanks for contributing an answer to Mathematics Stack Exchange!


  • Please be sure to answer the question. Provide details and share your research!

But avoid



  • Asking for help, clarification, or responding to other answers.

  • Making statements based on opinion; back them up with references or personal experience.


Use MathJax to format equations. MathJax reference.


To learn more, see our tips on writing great answers.





Some of your past answers have not been well-received, and you're in danger of being blocked from answering.


Please pay close attention to the following guidance:


  • Please be sure to answer the question. Provide details and share your research!

But avoid



  • Asking for help, clarification, or responding to other answers.

  • Making statements based on opinion; back them up with references or personal experience.


To learn more, see our tips on writing great answers.




draft saved


draft discarded














StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3060980%2fintegrating-taylors-approximation%23new-answer', 'question_page');
}
);

Post as a guest















Required, but never shown





















































Required, but never shown














Required, but never shown












Required, but never shown







Required, but never shown

































Required, but never shown














Required, but never shown












Required, but never shown







Required, but never shown







Popular posts from this blog

1300-talet

1300-talet

Display a custom attribute below product name in the front-end Magento 1.9.3.8