The shorth plot is a tool to investigate probability mass concentration. It is a graphical representation of the length of the shorth, the shortest interval covering a certain fraction of the distribution, localized by forcing the intervals considered to contain a given point x. It is easy to compute, avoids bandwidth selection problems, and allows scanning for local as well as for global features of the probability distribution. The good performance of the shorth plot is demonstrated through simulations and real data examples. These data as well as an R-package for computation of the shorth plot are available online.
|Journal||Journal of Computational and Graphical Statistics|
|Publication status||Published - 2010|