Mathematica 9 is now available
Services & Resources / Wolfram Forums
-----
 /
MathGroup Archive
2007
*January
*February
*March
*April
*May
*June
*July
*August
*September
*October
*Archive Index
*Ask about this page
*Print this page
*Give us feedback
*Sign up for the Wolfram Insider

MathGroup Archive 2007

[Date Index] [Thread Index] [Author Index]

Search the Archive

Re: fit a BinomialDistribution to exptl data?

  • To: mathgroup at smc.vnet.net
  • Subject: [mg80692] Re: fit a BinomialDistribution to exptl data?
  • From: Ray Koopman <koopman at sfu.ca>
  • Date: Wed, 29 Aug 2007 04:14:18 -0400 (EDT)
  • References: <fagso0$8ad$1@smc.vnet.net>

On Aug 22, 1:39 am, Gordon Robertson <agrobert... at telus.net> wrote:
> Given a list of data values, or a list of x-y data points for
> plotting the data as an empirical distribution function, how can I
> fit a BinomialDistribution to the data? The help documentation for
> FindFit shows examples in which the user indicates which function
> should be fit (e.g. FindFit[data, a x Log[b + c x], {a, b, c}, x]),
> and I've been unable to find an example in which a statistical
> distribution is being fit to data. Mathematica complains when I try the
> following with an xy list of data that specified an EDF: FindFit
> [xyvals, CDF[BinomialDistribution[n, pp], k], {n, pp}, k].
>
> G
> --
> Gordon Robertson
> Canada's Michael Smith Genome Sciences Centre
> Vancouver BC Canada

For fixed n, the maximum likelihood estimate of p is m/n, where m is
the sample mean. Then walk n up from the sample maximum until the
likelihood is maximized.

{n = 20, p = .2};  (* true parameter values *)

L = 200;  (* sample size *)

x = Total@UnitStep[p - Table[Random[],{n},{L}]]  (* sample data *)

{5,3,4,5,4,3,4,4,5,3,1,4,5,3,2,4,4,5,3,6,7,2,3,4,3,5,2,5,3,5,7,4,5,4,
 2,6,3,6,5,3,2,5,6,5,2,3,6,1,5,10,3,2,1,3,4,4,2,6,6,0,5,6,4,3,5,4,2,
 4,4,1,5,6,2,4,5,4,2,3,6,2,2,3,3,2,3,6,1,6,6,5,6,3,3,6,2,7,2,5,3,5,2,
 2,2,5,4,5,6,6,3,3,5,5,6,4,4,2,7,5,4,3,4,3,5,1,6,5,7,6,5,3,4,6,1,1,7,
 3,2,6,5,2,8,4,4,5,7,2,6,3,6,5,4,4,1,5,2,2,4,1,8,6,6,4,5,3,6,3,3,7,1,
 2,5,3,6,9,6,4,2,6,2,6,6,4,2,5,2,2,7,1,5,6,4,4,1,6,4,3,3,8,3,6}

N@{m = Mean@x, v = Variance@x}  (* sample mean & variance *)

{4.08, 3.3001}

N@{n1 = m^2/(m-v), p1 = (m-v)/m}  (* moment-based estimates *)

{21.3443, 0.191152}

GML[n_] := Exp[m*Log[m/n] + (n-m)Log[1-m/n] + Tr@Log@Binomial[n,x]/L]
           (* geometric mean likelihood, maximized w.r.t. p *)

{n2 = NestWhile[{#[[1]]+1,GML[#[[1]]+1]}&, {Max@x,GML@Max@x},
                #1[[2]] < #2[[2]]&, 2][[1]] - 1,
 p2 = N[m/n2]}  (* maximum likelihood estimates *)

{20, 0.204}

ListPlot[Table[{n,GML[n]},{n,Max[x,Floor@n2-5],n2+5}],
         PlotRange->All, Frame->True, Axes->None]



  • Prev by Date: Re: Re: Another question on lists
  • Next by Date: Re: subscripted local variables?
  • Previous by thread: Re: fit a BinomialDistribution to exptl data?
  • Next by thread: Re: fit a BinomialDistribution to exptl data?