- get the maximum likelihood parameter estimates for fitting each candidate distribution to your actual data.
- choose the candidate distribution which gives the highest maximum likelihood
I need a quantitative method of identification of which distribution best represents my data set
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I have a data set. i need to find the type of distribution it follows. for example gaussian or lognormal or exponential or binomial etc. i need a quantitative method of indentification of which distribution best represents my data. I am not exactly sure how to use the kstest and adtest for different distributions. suggest if there is any other way. Thankyou.
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Jeff Miller
on 4 Aug 2021
One approach is to:
Another approach is estimate and choose based on minimizing a chi-square lack of fit measure, but this requires identifying a set of score bins into which you divide the data.
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