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Estimate pdf of data set spanning orders of magnitude

by Bruce Clarke

 

01 Sep 2010 (Updated 02 Sep 2010)

Determines the pdf of empirical data set x when x spans several orders of magnitude

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Description

Some empirical data from a statistical process varies in its value over many decades. It is desirable to estimate the pdf of this data which requires the values to be equally divided on a log scale. It is simple and quick allowing millions of points to be processed.

Acknowledgements

The author wishes to acknowledge the following in the creation of this submission:
Log Binning of Data

MATLAB release MATLAB 7.9 (2009b)
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Updates
02 Sep 2010

Slight error in the first version due to last minute change now corrected.

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statistics Bruce Clarke 02 Sep 2010 10:15:06

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