Without comment on the appropriateness of your
procedure, you might tray a Johnson or Pearson
fit. I suggest the Johnson using the percentiles
of the data. The tables software will do the
fitting, and then extrapolate for you. It is
available at http://www.bobwheeler.com/stat/ It is
freeware.
> Hi,
>
> I have a set of data (25000 samples), i have plotted a histogram , the
> historgram is skewed to the right and the closest distribution i can match
> the data to is either gamma or weibull distribution. I would like to
> extrapolate the tail of this pdf. I only have discrete and single (i.e. not
> paired) data. Apart from using the old extrapolative techniques such as EVT,
> Importance Sampling etc are there any new algorithms that i can use?
>
> with thanks
> Veeral
>
Bob Wheeler --- (Reply to: [EMAIL PROTECTED])
ECHIP, Inc.
=================================================================
Instructions for joining and leaving this list and remarks about
the problem of INAPPROPRIATE MESSAGES are available at
http://jse.stat.ncsu.edu/
=================================================================
