Re: Empirical data Fitting

[ 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

Re: Empirical data Fitting

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!! >

Re: Empirical data Fitting

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

Re: Empirical data Fitting

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

Re: Empirical data Fitting

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

Re: Empirical data Fitting

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

Re: Empirical data Fitting

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

Re: Empirical data Fitting

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

Re: Empirical data Fitting

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

Empirical data Fitting

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