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Re: distribution fitting

  • To: mathgroup at
  • Subject: [mg90350] Re: distribution fitting
  • From: "Nasser Abbasi" <nma at>
  • Date: Mon, 7 Jul 2008 05:05:09 -0400 (EDT)
  • References: <g4q9qf$ebq$>
  • Reply-to: "Nasser Abbasi" <nma at>

"Youness Eaidgah" <y.eaidgah at> wrote in message 
news:g4q9qf$ebq$1 at
> 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)

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.


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