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Re: distribution fitting

  • To: mathgroup at smc.vnet.net
  • Subject: [mg90368] Re: distribution fitting
  • From: Bill Rowe <readnews at sbcglobal.net>
  • Date: Mon, 7 Jul 2008 05:08:31 -0400 (EDT)

On 7/6/08 at 7:20 AM, y.eaidgah at gmail.com (Youness Eaidgah) wrote:

>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?


All of the above can be done in Mathematica. Note, several of
the statistics above are not built into Mathematica. So, you
will have to create the code to compute the statistic.

>can Mathematica find the most suitable distribution for a set of data?

No. Mathematica can be set up to fit various distributions to a
data set and select one or more based on any criteria you
specify when writing your code. But while it is possible to do
this, it is almost certainly not a useful thing to do. Using
some test statistic such as Kolmogorov-Smirnov to select a
"best" distribution is really a mis-use of the statistic. You
really should be using other knowledge about the data to
determine an appropriate distribution to use.

>can it estimate the distribution parameters also?

Yes. Details of how to do this depend on the distribution you
are working with and what kind of estimate you want.


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