Re: distribution fitting
- To: mathgroup at smc.vnet.net
- Subject: [mg90350] Re: distribution fitting
- From: "Nasser Abbasi" <nma at 12000.org>
- Date: Mon, 7 Jul 2008 05:05:09 -0400 (EDT)
- References: <g4q9qf$ebq$1@smc.vnet.net>
- Reply-to: "Nasser Abbasi" <nma at 12000.org>
"Youness Eaidgah" <y.eaidgah at gmail.com> wrote in message news:g4q9qf$ebq$1 at smc.vnet.net... > Dear friends, > I have a set of data and I want to fit a distribution on this data.I know > that some software like Bestfit do this and also incorporate several tests > like goodness-of-fit tests, c2 test, Kolmogorov-Smirnov test, and > Anderson-Darling test, and finally parameter estimation. is it possible in > Mathematica? can Mathematica find the most suitable distribution for a set > of data? can it estimate the distribution parameters also? I really > appreciate if you instruct me about this in Mathematica. > Best regards, > Tomas > > I am not sure if there is just one function for this. For a class I took, I used Mathematica to fit a probability law to data using the method of moments. The Mathematica commands used are on the page below (it is the last entry at the end of the page) http://12000.org/my_notes/math_502_material/index.htm The above is a basic mehod, and it sounds that you are looking for a complete package that does more extensive work in this area. Nasser