[R] Usingloglikelihood to Infer which distributions fits best to data

Gundala Viswanath gundalav at gmail.com
Thu Aug 7 15:59:29 CEST 2008


Hi,

Below are the average loglikelihood of mixture model
over 5 components (k=5). The loglikelihood are learnt
using EM over three kinds of distribution: Lognormal, Gamma,
and Normal.

Since the average loglikelihood for Lognormal is the highest
over Gamma and Normal.

Is it safe to infer that Lognormal is the best distribution
to fit the data?
.
LOGNORMAL
k,loglik
1,-212.8506847
2,-205.5816305
3,-204.5489356
4,-203.0542678
5,-201.7842441

GAMMA
1,-968.587694
2,-955.1132214
3,-963.1998383
4,-967.1973333
5,-968.5640199

NORMAL
1,-1063.016157
2,-979.1302761
3,-952.2856567
4,-913.6550025
5,-881.6734428

Regards,
Gundala Viswanath
Jakarta-Indonesia



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