Thanks everyone for the constructive suggestions... Cheers, CCC
"Frank E Harrell Jr" <[EMAIL PROTECTED]> wrote in message 9ZZY7.1150$[EMAIL PROTECTED]">news:9ZZY7.1150$[EMAIL PROTECTED]... > Is there a definite need for fitting the distribution? If you have to > try many distributions or fit many parameters, the mean squared errors of > the resulting distribution estimates are no lower than that of > nonparametric estimates (empirical CDF or kernel density estimator). > > Frank Harrell > > On Wed, 02 Jan 2002 10:48:12 -0500, Chia C Chong wrote: > > > Hi!! > > > > I have a set of data with some kind of distribution. When I plotted the > > histogram density of this set of data, it looks sth like the > > Weibull/Exp/Gamma distribution. I find the parameters that best fit the > > data and then, plot the respective distribution using the estimated > > parameters on the empirical distribution. My question is, what kind of > > statistical test that I should use so that I will know which estimated > > distribution will fit the data better?? I need some kind of test that > > will give me some numerical values which distribution is fit better > > rather than just observed the fitting graphically.. > > > > Thanks for th help in advance.. > > > > Regards, > > CCC > > > > > > > > ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at http://jse.stat.ncsu.edu/ =================================================================
