Hi
I have a data whose histogram has a unique distribution exhibited by it. I
am trying to fit different curves to the data and to see which one has the
best fit. The first one I am trying is gamma, i got my optimum alpha and
beta values. And then simply fed my data (x values) into the gamma
Hi
I would like to know if anyone knows how to estimate the tail of a
distribution using either Generalised Pareto Distribution (GPD) or
Generalised Gamma Distribution (GGD). I have read a paper by R.L Smith
"ESTIMATING TAILS OF PROBABILITY DISTRIBUTIONS" and that paper is way too
complex for
Hi
I have been conducting goodness of fit tests using A-D tests and one thing i
forgot to do beforehand was to find out if A-D tables of critical values
exist. I have read one book from D'Agostino and Stephens(1986) they outline
distribution specific A-D test critical values which rely on
Hi
Out of curiousty i decided to write a small prog to perform the A-D test in
matlab for the gumbel distribution. Obtaining the gumbel parameters is easy.
however the difficulty is in the actual A-D computation formula as stated by
Stephens(1977).
A2=-[Sum(i=1,n)(2i-1){logzi+log(1-zn+1-i)}]/n-n
I used the expression below as suggested by Donald:
A2 =( - [long expression]/n) - n
but still getting some fairly large values.
thanks
Veeral
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why dont you use SAS to do this its alot easier.
"Dhiman Chatterjee" [EMAIL PROTECTED] wrote in message
Tuci6.120463$[EMAIL PROTECTED]">news:Tuci6.120463$[EMAIL PROTECTED]...
Greetings.
I have some frequency data that I need to fit into standard probability
distribution like a lognormal,
