[ rearranging to the usual order, with Reply at the bottom ]
> 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 paramet
A quantile-Quantile plot for graphical comparison is best, if you need a
numerical test you can use the pearson correlation coefficient between
the observed and expected quantiles. A table for that test you can ake
for yourself with simulation.
Kjetil Halvorsen
Chia C Chong wrote:
>
> Hi!!
>
All three of your models: Exponential, Gamma and Weibull are of
the form a*X^s where X is Gamma with n degrees of freedom and s
and a are additional unknown parameters.
For n=s=1 we have exponential.
For s=1 we have gamma.
For n=1 we have Weibull.
Thus fit a*X^s and use the likelihood ratio
On Thu, 3 Jan 2002 01:02:17 -, "Chia C Chong"
<[EMAIL PROTECTED]> wrote:
> Hi Bill..Thanks for your reply. You mentioned in the last line of your
> message that statistical tests are not a very good way to choose among
> distributions. If this is the case, what test do you think is better in
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 ma
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 We
The KS an related tests are not appropriate in this case because their
sampling distributions depend on the estimators used to estimate the
parameters of the various distributions. Another approach is to use a
model selection criterion such as those of Akaike or Schwartz.
Essentially these use a p
Hi Bill..Thanks for your reply. You mentioned in the last line of your
message that statistical tests are not a very good way to choose among
distributions. If this is the case, what test do you think is better in my
case??
Thanks...
CCC
"Bill Rowe" <[EMAIL PROTECTED]> wrote in message
[EMAIL
In article ,
"Chia C Chong" <[EMAIL PROTECTED]> wrote:
>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 dat
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 e
10 matches
Mail list logo