[R] fitting distributions
Prof Brian Ripley
ripley at stats.ox.ac.uk
Sun Jul 1 09:43:49 CEST 2001
On Sat, 30 Jun 2001, osama wrote:
> I would like to fit a contiuous right skewed dist. to a set of data.
So, I want to use MLE or Robust estimation of the parameters, then use
A-D or K-S test or Robust alternative for the goodness-of -fit. Also I
would rank the fitted distributions according to the p-value of the test.
Does anyone know how I do this in R. any backages of Robust estimation
and for goodness-of-fit?
Is this data analysis or a homework problem?
What robust estimation even means for a right skewed distribution is
problematical. The standard methods for the mean assume symmetry.
As robustness menas considering distributions outside the specified
family, you can only robustly estimate parameters with a physical meaning.
An in general the p-values of A-D or K-S tests assume known parameters.
(Yes, I know Stephens and others have worked on approximations in other
R provides methods for real data analysis, and I don't see why one would
need to fit lots of (presumably) univariate distributions. Find a good
density estimate instead. But theoretical statistics do set this sort of
thing as problems ....
> Thank you for your help.
> Ahmed hassan
> alexandria univeristy
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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