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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