FITTINGDISTRIBUTIONSWITHR.PDFVIP

Fitting distributions with R 1 FITTING DISTRIBUTIONS WITH R Release 0.4-21 February 2005 Vito Ricci vito_ricci @ Permission is granted to copy, distribute and/or modify this document under the terms of the GNU Free Documentation License, Version 1.2 or any later version published by the Free Software Foundation: /licenses/licenses.html#FDL Copyright ® 2005 Vito Ricci Fitting distributions with R 2 TABLE OF CONTENTS 1.0 Introduction 2.0 Graphics 3.0 Model choice 4.0 Parameters’ estimate 5.0 Measures of goodness of fit 6.0 Goodness of fit tests 6.1 Normality tests Appendix: List of R statements useful for distributions fitting References Fitting distributions with R 3 1.0 Introduction Fitting distributions consists in finding a mathematical function which represents in a good way a statistical variable. A statistician often is facing with this problem: he has some observations of a quantitative character x , x ,… x and he wishes to test if those observations, being a sample of an unknown population, belong 1 2 n from a population with a pdf (probability density function) f(x, ), where is a vector of parameters to estimate with available data. We can identify 4 steps in fitting distributions: 1) Model/function choice: hypothesize families of distributions; 2) Estimate parameters; 3) Evaluate quality of fit; 4) Goodness of fit