Tagged Questions
3
votes
1answer
61 views
Value at $D_\max$ from Kolmogorov-Smirnov test in R
I am comparing two distributions using the Kolmogorov-Smirnov test [ks.test()] in R and would like to know what the numerical value is where $D_\text{max}$ occurs. ...
1
vote
1answer
56 views
How to adjust the shape of a gamma distribution
I have a dataset (vector) to which I would like to fit a gamma distribution (x), which given the shape seems reasonable. The charts below show the histograms of the two dataset: vector and x.
The ...
1
vote
0answers
32 views
R Command to fit a standardized generalized hyperbolic distribution to data?
I wanted to ask, if there is a R command, which fits a standardized generalized hyperbolic distribution to my data? I know there is one, which fits a non-standardized, but I want to fit the ...
2
votes
0answers
33 views
Fitting mixture distributions and computing goodness-of-fit?
This question is a follow-up from a previous question of mine here. Thanks to @Glen_b, @gung and @rbatt for teaching me so many new things yesterday. It was mentioned in passing that mixture ...
7
votes
2answers
449 views
What distribution does my data follow?
Let us say that I have 1000 components and I have been collecting data on how many times these log a failure and each time they logged a failure, I am also keeping track of how long it took my team to ...
1
vote
1answer
45 views
Standardized generalized hyperbolic distribution
I am interested in the standardized version (mean zero, variance one) of the generalized hyperbolic and the hyperbolic distribution. I want to include this in my analysis and therefore I need the ...
0
votes
0answers
51 views
Bounded response variable [-1;1] - Should I transform it?
I am planning to use two response variables. One is bounded between 0 and 1, and I guess I can use a binomial (or related) error structure. The second variable is bounded between -1 and 1. I am not ...
0
votes
0answers
23 views
Contours of percentiles on level plot [migrated]
How can we estimate the level contours that correspond to what percentage of points lie inside the contour?
This post describes how to add contours to a scatterplot in R:
Scatterplot with ...
0
votes
1answer
58 views
Error term/Innovation process in ARCH/GARCH processes?
I am wondering about the distribution of the error term/innovation process in a ARCH/GARCH process and its implementation, I am not sure about some points. The basic assumption is
...
2
votes
1answer
69 views
The sample size applied to a non-normal distribution
I have a single variable that represents my population values (sample of data):
...
0
votes
1answer
78 views
Estimating parameters of Log Pearson III distribution in R
How to estimate the Parameters of "Log Pearson III" distribution and how to generate the random nos. using these estimated parameters in R?
Kindly guide
Akshata
0
votes
1answer
107 views
R: Density estimation vs Histogram Estimation
To draw random samples from a custom distribution, I recall reading that KDE's are better than histograms. (See hadley's comment here.)
When I experimented in R, I am finding that the KDE method ...
1
vote
1answer
83 views
Fitting t distribtution to financial data
The data I am using can be found here: http://uploadeasy.net/upload/nwv0.rar
The variable is called "alvsloss".
I want to fit a distribution to my financial data. First of all, I started with a ...
1
vote
2answers
110 views
Sampling from the normal-Gamma distribution in R
Does anyone know of a way to sample from the normal-gamma bi-variate distribution or the normal-inverse-gamma bi-variate distribution in R?
I could create the distribution myself as a function, but ...
0
votes
1answer
66 views
Strange behavior of R function ecdf
I have a very long vector, x, of integer values in the range [0, 1000]. I then use stats::ecdf to create
empirical cummulative ...
1
vote
2answers
239 views
Finding appropriate distribution that fit to for a frequency distribution of a variable
I am trying to fit distribution to my dataset. For example I have data whose frequency distribution look like the following.
The following is frequency table, after divided the data in 10 bins.
...
1
vote
1answer
189 views
Plotting log likelihood function of Pareto distribution inR
How can I plot log likelihood function with type "I" Pareto distribution function $f(x|\alpha,k)=\alpha k^\alpha/x^{\alpha+1}$ in R? The problem for me is there are two parameters, how can I plot the ...
0
votes
0answers
77 views
Dirichlet-multinomial distribution and the dirmult package in R
I would like to write my own unsupervised clustering EM algorithm and would like to use the dirmult function in R to get an idea of the MLE estimates or fit a distribution over my dataset.
I am not ...
2
votes
2answers
460 views
Test for bimodal distribution
I wonder if there is any statistical test to "test" the significance of a bimodal distribution. I mean, How much my data meets the bimodal distribution or not? If so, is there any test in the R ...
0
votes
0answers
93 views
R: Generating values for Brownian bridge process for EP bands of Survival function
I'm trying to generate equal-precision (EP) bands for a survival function. Am reading Klein & Moeschberger: Survival Analysis and the original paper from which they quote: Nair 1986
I'm stuck on ...
2
votes
0answers
128 views
Fitting the inverse Weibull distribution to data in R
I am trying to fit the Weibull distribution to a dataset in R. I have a dataset, "loss", as a .csv file, and use fitdistr(loss,"invexp"). I received the message:
...
1
vote
2answers
86 views
what distributions could help describe my uncertainty about a probabilistic forecast?
I'm dealing with binary events and I've got people guestimating the chance that they occur. I'd like to translate someone else's guestimate into a probability distribution representing my belief ...
2
votes
1answer
54 views
Probability distribution for varying probabilities in R
I'd like to plot the probability distribution for a set of binomial trials in R, the catch is that each trial has an independent probability of success (which I have in vector form).
So, in R if I ...
7
votes
5answers
369 views
If not a Poisson, then what distribution is this?
I have a data set containing the number of actions performed by individuals over the course of 7 days. The specific action shouldn't be relevant for this question. Here are some descriptive statistics ...
0
votes
1answer
96 views
Understanding the distribution of data?
Please help me to understand the type of the distribution of my data (width values shown below). I am providing three graphs: 1) scatter plot; 2) histogram; and 3) qqplot (variable width). ...
1
vote
1answer
391 views
What does the y axis in a kernel density plot mean? [duplicate]
Possible Duplicate:
Probability distribution value exceeding 1 is OK?
I thought the area under the curve of a density function represents the probability of getting an x value between a ...
0
votes
0answers
43 views
When to use the raw dataset as opposed to a transformed dataset for computing divergence?
Let us assume I have a set of observations:
Dataset 1: Raw
$A = [a_1,a_2,a_3,a_4,...]$
$B = [b_1,b_2,b_3,b_4,...]$
One assumptions before I proceed: Range of the values that the random variable ...
1
vote
1answer
93 views
Inter quartile range and outliers in boxplot with logarithmic y-axis
Let's say I have a set of data which are lognormal-distributed and I want to
create boxplots. The part of the values which is symbolized by the box may lie somewhere around 1. In that case, the inter ...
6
votes
1answer
137 views
Replicating simulation results from a paper
I’m reading R. Kreps' paper Parameter uncertainty in (log)normal distributions and trying to figure out how the simulations were done. In order to generate Figure 1, Eqn (2.41) was used. So this is ...
2
votes
0answers
113 views
Combining posterior distributions
I have 5 different posterior distributions (mcmc samples) which all estimate the same parameter beta. The 5 models are all obtained from 5 independent standardized datasets but estimate the same ...
1
vote
1answer
437 views
Fitting t-distribution in R: scaling parameter
How do I fit the parameters of a t-distribution, i.e. the parameters corresponding to the 'mean' and 'standard deviation' of a normal distribution. I assume they are called 'mean' and 'scaling/degrees ...
2
votes
1answer
99 views
How can I identify probability mass functions with known proportions of contribution in a series of histograms?
Suppose I have two real-valued PMFs $f(i)$ and $g(i)$ with $1\le i\le N$ and $N$ is about 1 billion. The functions $f$ and $g$ can be assumed to be continuous on the positive integers, one-sidedly so ...
0
votes
1answer
113 views
prior distribution to the binomial distribution probability distributions urn model
I have an infinite population with unknown mean of successes and failures. I'm drawing 400 times from the population and get 400 successes. Now I want to generate random estimates for the true mean of ...
2
votes
1answer
205 views
How to get $P(X < x)$ and $P(X \geq x)$?
After doing some reading about the binomial distribution I found this about lower and upper bound probabilities
We can get the lower tail probability of X as:
$$P(X \leq x)=P(X=0)+...+P(X=x)$$
...
3
votes
2answers
291 views
R fitting Poisson distribution with weighting
I am wanting to fit a Poisson distribution but I am wanting to weight some of the values as more important. Is there a way to do this in R with fitdistr() or some ...
2
votes
1answer
83 views
How to produce a vector based on two probability distributions?
I am working on distribution on plants and I need to enter the chances that a plant starts reproducing at a certain age in a vector. Only this has to be done for more generations.
Now, Imagine I ...
2
votes
0answers
496 views
R vs. SPSS Kolmogorov-Smirnov test
I was recently given the following data.
7 1 6 6 2 8 3 7 4 6 3 3 1 8 4 5 9 3 2 4 1 4 4 3 6 3 4 2 3 2 7 2 7 4 2 4 4 4 3 2 2 4 5 8 6 4 3 1 5 5
I then ran a KS test ...
1
vote
0answers
41 views
Dirichlet density with just one x value and one alpha parameter
Does it make any sense to apply the Dirichlet density function to only one x value and therefore one alpha parameter? (this would be the result of some bin merging)
I'm asking because it appears ...
1
vote
0answers
22 views
dirichlet density function returning values > 1.0 [duplicate]
Possible Duplicate:
Probability distribution value exceeding 1 is OK?
I'm comparing results given by this implementation and that from the gtool library in R, of the Dirichlet density ...
2
votes
1answer
245 views
Test for a logistic distribution in R
I have a set of data and I'd like to know whether this data set has a logistic distribution. When I made a histogram of my data set it seems to have a logistic distribution, but to be sure I'd like to ...
2
votes
1answer
213 views
Fitting the tails of the distribution
I was wondering if anyone knows an R function that would make a "best fit" distribution (say normal) match the data only in the tails?
0
votes
1answer
384 views
Fitting all statistical distributions in R and choose best fit
Is there any function in R that fit all statistical distributions, and choose best fit based on log-likelihood and Kolmogorov-Smirnov D (KSD) statistic?
Like a software named, EasyFit
0
votes
0answers
102 views
Finding a distribution by simulation?
Suppose you have one variable, $x$, with 8 data points, with a sample mean of 60%, and a sample standard deviation of 7%, and let’s also assume you know the sample comes from a lognormal distribution ...
2
votes
2answers
218 views
Fitting distributions and comparing tails
Suppose I have some data points (0.6695, 0.5968, 0.7641, 0.7252, and 0.7779) and want to fit different distributions to this dataset, say, log-normal and log-t (with different df), and then compare ...
4
votes
1answer
1k views
Checking Poisson distribution plot using mean and variance relationship?
Im new to Stack exchange, and a student of statistics. Thus I have a question for you guys....
So my questions is asking if it is possible to check the distribution of a random sample comes from a ...
6
votes
3answers
393 views
How to test/prove data is zero inflated?
I've got a problem that I think should be simple but can't quite figure it out. I'm looking at seed pollination, I have plants (n=36) that flower in clusters, I sample 3 flower clusters from each ...
3
votes
1answer
495 views
How to interpret the results of the R pnorm and analogous functions?
The help for the pnorm function states:
It says that pnorm gives the "distribution function", but it seems that it gives the quantile,
for example, ...
6
votes
1answer
2k views
How to calculate cumulative distribution in R?
I need to calculate the cumulative distribution function of a data sample.
Is there something similar to hist() in R that measure the cumulative density function?
I have tries ecdf() but i can't ...
1
vote
2answers
151 views
Testing if short sequence of small values drawn from binomial distribution
An experiment was run 10 times in configuration a and there were A failures, 10 times in configuration b giving B failures, 10 times ... (in all 9 different configurations). I have a list of 9 ...
1
vote
2answers
2k views
