1
vote
0answers
23 views

How to test whether a distribution follows a power law?

I have the data of how many users post how many questions. For example, [UserCount, QuestionCount] [2, 100] [9, 10] [3, 80] ... ... it means each of the 2 users posts 100 ...
0
votes
0answers
29 views

How to separate distributions from weighted dataset?

I’m trying to separate two component distributions of an apparent finite mixture from a weighted dataset (determined by a weighted.histogram). I've a set of data and weights only for a part of the ...
1
vote
0answers
12 views

Tail index using hill estimator in R [migrated]

As part of my data analysis (of heavy-tailed data) I wish to calculate the tail (for both left and right) indices of around 100 time series of company returns. My data is stored in a large zoo object, ...
1
vote
0answers
36 views

Identify points significantly outside a regression model

I would like to update my previous question "Methods to determine reliability of measurements using median and median absolute deviation". I have data from biological experiments, that look like ...
3
votes
0answers
79 views

Tail probabilities of multivariate normal distribution

I would like to compute tail probabilities of the standardized multivariate normal distribution for different dimensions. For example, in the case of bivariate normal I need to compute the gray area ...
1
vote
3answers
82 views

Issues with fitting distribution to heavy-tailed data

I am currently trying to fit distributions to some heavy tailed data-set (see the data set below) and have a hard time producing good results: ...
1
vote
0answers
46 views

Probability distribution for right skewed data

My question is very similar to this previous post. I'm searching for the right distribution family to use in a GAM. My data are disease occurrence on benthic organisms (continuous response variable) ...
1
vote
0answers
34 views

Left skewed distribution implementation generalized linear model

I am very new to modelling and I have a question. I am using a generalized linear model (glm) for my data in R. My response variable is however skewed to the left ...
2
votes
1answer
42 views

fitdistr loglik in R

I am fitting a few time series using fitdistr in R. To see how different distributions fit the data, I compare the log likelihood from the ...
2
votes
0answers
72 views

probability distribution for heavy zero, right skewed data

My question is almost identical to this one. Im searching for a probability distribution for skewed data that allows for zeros. The purpose is to fit a GLM model. My data on species-area distributions ...
0
votes
0answers
26 views

how to fit a zero inflated NB distribution with large mu and sigma by fitdist + gamlss functions

I've been trying to figure out how to use gamlss.famliy Zero inflated functions (e.g. ZIP) on the data. A descriptive stat on my data is as follows; ...
0
votes
0answers
19 views

How can I generate ensembles using Copula?

I just got buried in a mountain of math and papers, and I am so confused. So basically, I have data (Probabilistic QPE) from which I have extracted 99 quantiles (1%, 2%, ... 100%) to sample the CDF ...
0
votes
1answer
31 views

Decomposing a Combination of Distributions?

Let's say I'm studying the distribution/log-distribution of a random variable that may actually be the result of a combination of distributions. What are the ways I can check for this and possibly ...
0
votes
1answer
54 views

Copula generation (Gaussian, t and Gumbel) with the help of correlation matrix using R

I have a set of data of 2 variates. I have generated correlation matrix between the variates. Using copula package of R, I computed t-copula using correlation ...
0
votes
0answers
14 views

Fitting a distribution for frequency

I have a list of objects and their frequencies of occurrence in R Names <- c("a","b","c","d","e") Freq <- c(12,45,67,100,1 ...) I want to rank the ...
3
votes
1answer
138 views

How do I fit a set of data to Burr Distribution in R?

For example I have a data set as: (2042.044,2218.153,3670.893,5149.684,5533.429,7111.183,11041.569,15459.771,783.477,1701.520,40810.770,67905.857) How do I fit the above data in Burr distribution to ...
1
vote
1answer
54 views

Comparing two distributions

I have more than five hundred thousands samples of a continuous variable measured in two groups: a treatment and a control one. I would like to decide whether the measurements follow the same ...
1
vote
2answers
131 views

Fit distributions with glm

I'm trying to fit different statistical distributions (Gamma, Poisson, normal, inverse Gaussian) to my data with a glm. An example could be like this: ...
1
vote
1answer
80 views

How fitting a mixture distribution of noncentral Student t components to a one-dimensional sample in R?

I`d like to extract the parameters of a two-component mixture distribution of noncentral student t distributions which first has to be fitted to a one-dimensional sample. My question is closely ...
1
vote
0answers
54 views

How does the sim() function in the arm package determine non-informative priors?

The arm package includes the sim() function. On its R help page it states: ...
4
votes
0answers
41 views

Significance of overlap between multiple lists

I am trying to evaluate the significance of overlap between several gene lists. Here I have applied different methods to select genes relevant to a disease and I have several 4 way venn diagrams ...
2
votes
1answer
75 views

Compare two samples

similar questions have been asked but have not managed to get a conclusion from them. I am comparing two sets of samples, where ratios have been obtained for several analytes per sample. So the values ...
1
vote
3answers
155 views

Sampling data to have specific mean and standard deviation

I have a data that I want to sample such the resultant distribution of values should have specified mean and standard deviation. I can think of rejection sampling to achieve this however that seems to ...
2
votes
1answer
114 views

Non parametric Wilcoxon Signed Rank test

I have the following data vector(in fact its 2392 data points long): ...
0
votes
0answers
121 views

R package fitdistrplus: function fitdist shows unusual error

I used the package R fitdistrplus in order to estimate parameters of different distribution function. In one case it shows a strange error message I can't interpret: ...
0
votes
0answers
12 views

R: Shapiro-Wilk test with relation of W and P-Value? [duplicate]

I'm currently learning about the Shapiro-Wilk test for normality and using R for conducting simple experiments. One thing which is confusing me is that I found some results would produce a high W ...
1
vote
1answer
59 views

Compare distributions with uneven and small sample sizes

I will be performing my analysis in R but any general mathematical-based answers will be appreciated. I realize similar questions have been asked before but I am new to statistics so please excuse my ...
0
votes
0answers
90 views

How to interpret log-likelihood outputs from MASS::fitdistr (R)

AIM: Fit the best distribution to columns in a dataset (30k records) so that I can to go on to produce test data that is in a similar distribution. WHAT I'VE DONE SO FAR: Using R, I have found and ...
1
vote
2answers
236 views

How to use the chi-squared test to determine if data follow the Poisson distribution

The figure below (Figure 1 from p. 646 of this paper) compares observed values against expected values under the Poisson distribution. It then runs a chi-squared test to see if the observed values ...
1
vote
0answers
58 views

Asymptotic Distribution of beta distribution parameter

I am trying to create a t-interval for the first shape parameter of a Beta distributed variable based on a random sample. $ f(x;\theta,\beta) = ...
2
votes
0answers
169 views

Testing for overdispersion in logistic regression

R in Action (Kabacoff, 2011) suggests the following routine to test for overdispersion in a logistic regression: Fit logistic regression using binomial distribution: ...
1
vote
2answers
51 views

Appropriate distribution for bounded data set

I am designing a points-scored test. There is a limit on the maximum amount of points possible, as well as on the fewest amount of points possible. I have had a test group take the test and graphed ...
4
votes
1answer
183 views

Which distribution fits data better?

I use fitdistr in R to select which distribution fits my data best. I tried cauchy, ...
0
votes
0answers
51 views

how do I “build” a distribution from a list of values and then calculate p-values?

I have a list of values (A) that I consider to be the null distribution which I want to use to test the significance of another set of values (B) and get p-value for each item in B. I read this post ...
1
vote
0answers
73 views

Network graph: hypothesis test that degree distribution is becoming more equitable

I'm playing around with network graphs and am wondering how to show that there is: a statistically significant difference in in-degree distribution between nodes for 2 time periods the in-degree ...
2
votes
0answers
74 views

Comparing estimators in Cauchy distribution

Given $n$ observations with a Cauchy distribution (location=t,scale=1), I would like to compare estimators such as the mean and median by simulating sample means and mean square errors. This is an ...
0
votes
1answer
75 views

Finding a suitable distribution for data in R? [duplicate]

I have a set of data with summary as below: The data are non-normal and transformations did not obtain normality. Given the data are continuous I have narrowed the range of distribution down to ...
1
vote
1answer
119 views

Sample from a custom continuous distribution in R

I have a probability density function in R and I want to draw a single sample from it. How do I do that? My current solution (and the one Google keeps giving me) is to evaluate the function for a ...
3
votes
1answer
89 views

What do you do after testing if two non-normal distributions differ?

This is a follow up question to "How do I test if two non-normal distributions differ? I have 13 distributions, . According to the previous question, I should do the following. Kruskal-Wallis test ...
0
votes
0answers
15 views

Multivariate skew normal [duplicate]

In the maximum likelihood estimation of Skew Normal, how does R calculate the mean? You know the formula is \begin{equation} \mu=\frac{ \sum_{i} x_{i} W(x_{i})}{\sum_{i} W(x_{i})} \end{equation}. ...
5
votes
3answers
637 views

How do I test if two (non-normal) distributions differ?

I have read about Student's t-test but it appears to work when we can assume that the original distributions are normally distributed. In my case, they are definitely not. Also, if I have 13 ...
6
votes
2answers
322 views

How to compare measurements and uncertainties made with different measuring instruments?

I have two different measuring instruments, A and B, both measure the same physical property $x$ of an object but with different "quality": B gives measurements with a known uncertainty while I do not ...
0
votes
0answers
65 views

Distribution of Data

I have a question about glm model fitting of my data. The distribution shape is likely to follow a poisson distribution, but the response variable is not count/rate, but continuous decimals with ...
5
votes
1answer
239 views

How to describe/explain the shape of a distribution which has two peaks?

How can I describe the shape of the following distribution, which has two peaks? What are the important things in describing the distribution shape? It is the output of the following ...
1
vote
1answer
134 views

Analysis method for count data with unequal sample sizes and categorical predictors?

I have a problem I've been going over and over for months to find the right statistical analysis method. I'm planning to execute the analysis in R, so any mention of appropriate packages is also ...
0
votes
0answers
42 views

Bootstrapping for standard scores

I would like to compare data among different sets where the values span the same range (0,1] but will have different means and unknown distributions. Given the unknown distributions, I thought of ...
2
votes
1answer
272 views

Quasi Maximum Likelihood estimator for GARCH with jump (Compoud poisson process with normal distribution)

I have to modify some R code to take jumps into account in my modelisation. First I build a simulation of a Garch 1,1: $r_t=\mu+\sqrt{h_t}\epsilon_t$ $h_t=w_0 +\alpha(r_{t-1}-\mu)^2+\beta h_{t-1} $ ...
4
votes
0answers
66 views

finding position by regression fit

I try to estimate an underfloor pipe position based on a temperature distribution on a surface of the floor. I know there is the pipe emitting a hot temperature all way along. I can measure a ...
5
votes
1answer
357 views

Evaluating goodness of fit for distributions (e.g. LogNorm, Gamma, …) with estimated parameters using KS tests (and R)

Currently I am trying to find a well-known distribution that fits to my positive skewed dataset (n=70) the best. First I used the fitdistrplus R package to estimate ...
1
vote
0answers
63 views

Comparing two samples in mixtools

I have 16 experiments performed under different conditions and I would like to compare them between each other. Each experiment has 5-6 samples (cells). Each cell produces hundreds of data points each ...