David Reinke wrote:
The function ks.test(x,y, ...) performs a Kolmogorov-Smirnov test on a set
of sample values x against a distribution y. Both x and y must be
cumulative distributions; y can be either a vector of cumulative values or
a predefined distribution such as pnorm().
David Reinke
If you find which distribution best fits the empirical distribution, the
resulting estimates will have variances (once model uncertainty is taken
into account through bootstrapping) that are equal to those from the
empirical CDF so nothing is gained. You can use the empirical CDF as
the "final answer" unless prior knowledge on the distributional shape is
available.
Frank Harrell
Senior Transportation Engineer/Economist
Dowling Associates, Inc.
180 Grand Avenue, Suite 250
Oakland, California 94612-3774
510.839.1742 x104 (voice)
510.839.0871 (fax)
www.dowlinginc.com
-----Original Message-----
From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On
Behalf Of hadley wickham
Sent: Monday, July 07, 2008 8:10 AM
To: Ben Bolker
Cc: [EMAIL PROTECTED]
Subject: Re: [R] Method for checking automatically which distribtions fits
a data
Suppose I have a vector of data.
Is there a method in R to help us automatically
suggest which distributions fits to that data
(e.g. normal, gamma, multinomial etc) ?
- Gundala Viswanath
Jakarta - Indonesia
See
https://stat.ethz.ch/pipermail/r-help/2008-June/166259.html
for example, normal vs gamma might be a sensible question
(for which you can use fitdistr() as suggested above), but
"multinomial" implies a very specific kind of response --
discrete data with a specified number of possible outcomes.
Yes - the question as it is poorly stated. If you have a small
(finite) choice of possible distributions you can use some kind of
likelihood based statistic to determine which fits the data best. But
what is the population of distributions in this case? All
distributions that you see in stats101? All distributions that have
names? All continuous distributions?
Hadley
--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
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