Tell me more ×
Cross Validated is a question and answer site for statisticians, data analysts, data miners and data visualization experts. It's 100% free, no registration required.
up vote 0 down vote favorite

Is it possible to use MLE to estimate the parameters of a (very strange) exponential distribution? As you can see from the picture below, there is not much variation in the data. I wish to estimate the parameters that generate that form of exponential distributionExponential distribution

share|improve this question

1 Answer

up vote 1 down vote accepted

Of course you can. And depending on the parameterization you use the MLE is either the sample mean or one over the sample mean. However it looks to me like you don't actually have something that would be adequately fit by an exponential distribution.

share|improve this answer
would you suggest another type of distribution? – CharlesM Oct 7 '12 at 1:27
2  
It would be better to know more about the data first. For instance is that buildup around 0 due to a whole lot of 0 values or just values that are near 0? – Dason Oct 7 '12 at 1:28
There is a lot of values = 0. It is basically the time between events....and a lot of events occur at the same time. – CharlesM Oct 7 '12 at 1:35
The it might be that a zero-inflated exponential distribution would be better. But that is just an option to try - I'm sure we could find plenty of other possible distributions as well. But given what you've said I would think you would probably want some sort of zero-inflated model. – Dason Oct 7 '12 at 1:38
1  
Can you discard the zeros in your data set and do the plot again? – Zen Oct 7 '12 at 4:14
show 1 more comment

Your Answer

 
discard

By posting your answer, you agree to the privacy policy and terms of service.

Not the answer you're looking for? Browse other questions tagged or ask your own question.