I have continous data which shows the time in minutes, a process step takes. Unfortunatelly, it is not possible to get data without rounding so I have many ties. As I thought, a random process should be a good model, I expected an exponantial distribution, which looked ok at a first glance (a reprodicible example and data are below):
But when I thought of the problems with ties in case of continous distributions, I started with sampling to look at ecdf's and now I am not sure anymore, whether an exponential distribution is a good approximation. To me it seems, the fit is systematic off:
My ideas:
- I could start simulations based on exponentially distributed data and carefully analyse the impact of deviations on the outcome. (The outcome will be some overall process time, or "waiting times".)
- I could try all distributions I know (is there any smarter way?) and take the one which "looks best". This can be used for 1.
- I could fit different distributions and use a hypothesis test to measure the goodness of fit. But I am not sure which test is best suited - the Kruskal-Wallis is poor when ties are present.
- It seems R has not implemented the method to deal with ties from here?
Any ideas / experience? (I am working with R and I would appreciate an update to the questions (1), (2), (3), and (4) about 6 to 9 years ago.)
default_par <- par(no.readonly = TRUE)
par(mfrow=c(1, 1))
hist(dt, freq = FALSE, breaks = seq(0, 120, length.out = 101))
param <- MASS::fitdistr(dt, densfun = "exponential")
curve(dexp(x = x, rate = param$estimate),
add = T, col = "red", lty = 1)
par(mfrow=c(4, 1))
par(oma=c(1,1,1,1)) # all sides have 3 lines of space
par(mar=c(1,1,1,1) + 0.1) # mar=c(b,l,t,r)
param <- MASS::fitdistr(dt, densfun = "exponential")
plot(ecdf(x = dt), do.points = FALSE, ylab=NULL,main=NULL)
curve(pexp(x, rate = param$estimate),
add = T, col = "red", lty = 1)
text(x = 100, y = 0.7, labels = paste0("Sample size = ", length(dt)))
for (i in c(2000, 1000, 500)) {
dts <- sample(x = dt, size = i, replace = FALSE)
param <- MASS::fitdistr(dts, densfun = "exponential")
plot(ecdf(x = dts), do.points = FALSE, ylab=NULL,main=NULL)
curve(pexp(x, rate = param$estimate),
add = T, col = "red", lty = 1)
text(x = 100, y = 0.7, labels = paste0("Sample size = ", i))
}
par(default_par)
dt <- c(1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
1, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2,
2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2,
2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2,
2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2,
2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2,
2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2,
2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2,
2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2,
2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2,
2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2,
2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2, 2,
3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3,
3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3,
3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3,
3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3,
3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3,
3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3,
3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 3, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4,
4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4,
4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4,
4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4,
4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4,
4, 4, 4, 4, 4, 4, 4, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5,
5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5,
5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5,
5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5, 5,
5, 5, 5, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6,
6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6,
6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6,
6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 6, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7,
7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7,
7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7,
7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7, 7,
7, 7, 7, 7, 7, 7, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8,
8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8,
8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8, 8,
8, 8, 8, 8, 8, 8, 8, 8, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9,
9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9,
9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9, 9,
9, 9, 9, 9, 9, 9, 9, 9, 9, 10, 10, 10, 10, 10, 10, 10, 10, 10,
10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10,
10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10,
10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10, 10,
10, 10, 10, 10, 10, 10, 10, 10, 11, 11, 11, 11, 11, 11, 11, 11,
11, 11, 11, 11, 11, 11, 11, 11, 11, 11, 11, 11, 11, 11, 11, 11,
11, 11, 11, 11, 11, 11, 11, 11, 11, 11, 11, 11, 11, 11, 11, 11,
11, 11, 11, 11, 11, 11, 11, 11, 11, 11, 11, 11, 11, 11, 11, 11,
11, 11, 11, 11, 11, 11, 11, 11, 11, 11, 11, 11, 11, 11, 11, 11,
11, 11, 11, 11, 11, 11, 11, 11, 12, 12, 12, 12, 12, 12, 12, 12,
12, 12, 12, 12, 12, 12, 12, 12, 12, 12, 12, 12, 12, 12, 12, 12,
12, 12, 12, 12, 12, 12, 12, 12, 12, 12, 12, 12, 12, 12, 12, 12,
12, 12, 12, 12, 12, 12, 12, 12, 12, 12, 12, 12, 12, 12, 12, 12,
12, 12, 12, 12, 12, 12, 12, 12, 12, 12, 12, 12, 12, 12, 12, 12,
13, 13, 13, 13, 13, 13, 13, 13, 13, 13, 13, 13, 13, 13, 13, 13,
13, 13, 13, 13, 13, 13, 13, 13, 13, 13, 13, 13, 13, 13, 13, 13,
13, 13, 13, 13, 13, 13, 13, 13, 13, 13, 13, 13, 13, 13, 13, 13,
13, 13, 13, 13, 13, 13, 13, 13, 13, 13, 13, 13, 13, 13, 13, 13,
13, 13, 13, 13, 13, 13, 13, 14, 14, 14, 14, 14, 14, 14, 14, 14,
14, 14, 14, 14, 14, 14, 14, 14, 14, 14, 14, 14, 14, 14, 14, 14,
14, 14, 14, 14, 14, 14, 14, 14, 14, 14, 14, 14, 14, 14, 14, 14,
14, 14, 14, 14, 14, 14, 14, 14, 14, 14, 14, 14, 14, 14, 14, 14,
14, 15, 15, 15, 15, 15, 15, 15, 15, 15, 15, 15, 15, 15, 15, 15,
15, 15, 15, 15, 15, 15, 15, 15, 15, 15, 15, 15, 15, 15, 15, 15,
15, 15, 15, 15, 15, 15, 15, 15, 15, 15, 15, 15, 15, 15, 15, 15,
15, 15, 16, 16, 16, 16, 16, 16, 16, 16, 16, 16, 16, 16, 16, 16,
16, 16, 16, 16, 16, 16, 16, 16, 16, 16, 16, 16, 16, 16, 16, 16,
16, 16, 16, 16, 16, 16, 16, 16, 16, 16, 16, 16, 16, 17, 17, 17,
17, 17, 17, 17, 17, 17, 17, 17, 17, 17, 17, 17, 17, 17, 17, 17,
17, 17, 17, 17, 17, 17, 17, 17, 17, 17, 17, 17, 17, 17, 17, 17,
17, 17, 17, 17, 17, 17, 17, 17, 17, 17, 17, 17, 17, 18, 18, 18,
18, 18, 18, 18, 18, 18, 18, 18, 18, 18, 18, 18, 18, 18, 18, 18,
18, 18, 18, 18, 18, 18, 18, 18, 18, 18, 18, 18, 18, 18, 18, 18,
18, 18, 18, 18, 18, 18, 18, 18, 18, 18, 18, 18, 18, 18, 18, 18,
18, 18, 19, 19, 19, 19, 19, 19, 19, 19, 19, 19, 19, 19, 19, 19,
19, 19, 19, 19, 19, 19, 19, 19, 19, 19, 19, 19, 19, 19, 19, 19,
19, 19, 19, 19, 19, 19, 19, 19, 19, 19, 19, 19, 19, 19, 19, 19,
19, 19, 19, 19, 19, 20, 20, 20, 20, 20, 20, 20, 20, 20, 20, 20,
20, 20, 20, 20, 20, 20, 20, 20, 20, 20, 20, 20, 20, 20, 20, 20,
20, 20, 20, 20, 20, 20, 20, 20, 20, 20, 20, 20, 20, 21, 21, 21,
21, 21, 21, 21, 21, 21, 21, 21, 21, 21, 21, 21, 21, 21, 21, 21,
21, 21, 21, 21, 21, 21, 21, 22, 22, 22, 22, 22, 22, 22, 22, 22,
22, 22, 22, 22, 22, 22, 22, 22, 22, 22, 22, 22, 22, 22, 22, 22,
22, 22, 22, 22, 22, 22, 22, 22, 23, 23, 23, 23, 23, 23, 23, 23,
23, 23, 23, 23, 23, 23, 23, 23, 23, 23, 23, 23, 23, 23, 23, 23,
23, 23, 23, 23, 23, 23, 23, 24, 24, 24, 24, 24, 24, 24, 24, 24,
24, 24, 24, 24, 24, 24, 24, 24, 24, 24, 24, 24, 24, 25, 25, 25,
25, 25, 25, 25, 25, 25, 25, 25, 25, 25, 25, 25, 25, 25, 25, 25,
25, 25, 25, 25, 25, 25, 25, 25, 25, 25, 25, 25, 25, 26, 26, 26,
26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26, 26,
26, 26, 26, 26, 27, 27, 27, 27, 27, 27, 27, 27, 27, 27, 27, 27,
27, 27, 27, 27, 27, 27, 27, 27, 28, 28, 28, 28, 28, 28, 28, 28,
28, 28, 28, 28, 28, 28, 28, 28, 28, 28, 28, 28, 28, 28, 28, 28,
28, 29, 29, 29, 29, 29, 29, 29, 29, 29, 29, 29, 29, 29, 29, 29,
29, 29, 29, 29, 29, 29, 29, 29, 29, 29, 29, 29, 30, 30, 30, 30,
30, 30, 30, 30, 30, 30, 30, 30, 30, 30, 30, 30, 30, 30, 30, 30,
30, 30, 30, 30, 31, 31, 31, 31, 31, 31, 31, 31, 31, 31, 31, 31,
31, 31, 31, 31, 31, 31, 32, 32, 32, 32, 32, 32, 32, 32, 32, 32,
32, 32, 32, 32, 32, 32, 32, 32, 32, 32, 32, 32, 32, 33, 33, 33,
33, 33, 33, 33, 33, 33, 33, 33, 33, 33, 33, 33, 33, 33, 33, 33,
33, 33, 33, 33, 33, 33, 33, 33, 33, 33, 33, 33, 33, 34, 34, 34,
34, 34, 34, 34, 34, 35, 35, 35, 35, 35, 35, 35, 35, 35, 35, 35,
35, 35, 35, 35, 35, 35, 35, 35, 35, 35, 35, 35, 36, 36, 36, 36,
36, 36, 36, 36, 36, 36, 36, 36, 36, 36, 36, 36, 36, 37, 37, 37,
37, 37, 37, 37, 37, 37, 37, 37, 37, 37, 37, 37, 37, 37, 37, 38,
38, 38, 38, 38, 38, 38, 38, 38, 38, 38, 38, 38, 38, 38, 39, 39,
39, 39, 39, 39, 39, 39, 39, 39, 39, 39, 39, 39, 39, 39, 39, 40,
40, 40, 40, 40, 40, 40, 40, 40, 40, 40, 40, 40, 40, 41, 41, 41,
41, 41, 41, 41, 41, 41, 41, 41, 41, 41, 41, 41, 41, 41, 42, 42,
42, 42, 42, 42, 42, 42, 42, 42, 42, 42, 42, 42, 42, 43, 43, 43,
43, 43, 43, 43, 43, 43, 43, 43, 43, 43, 43, 43, 44, 44, 44, 44,
44, 44, 44, 44, 44, 44, 44, 45, 45, 45, 45, 45, 45, 45, 45, 45,
45, 45, 45, 46, 46, 46, 46, 46, 46, 46, 46, 46, 47, 47, 47, 47,
47, 47, 47, 47, 47, 47, 47, 47, 47, 47, 47, 48, 48, 48, 48, 48,
48, 48, 48, 48, 48, 48, 48, 48, 48, 49, 49, 49, 49, 49, 49, 49,
49, 50, 50, 50, 50, 50, 50, 50, 50, 50, 50, 50, 50, 50, 51, 51,
51, 51, 51, 51, 51, 51, 51, 51, 51, 51, 51, 52, 52, 52, 52, 52,
52, 52, 52, 52, 52, 53, 53, 53, 53, 53, 53, 53, 53, 54, 54, 54,
54, 54, 54, 54, 55, 55, 55, 55, 55, 55, 55, 55, 55, 55, 55, 56,
56, 56, 56, 56, 56, 56, 56, 56, 56, 56, 57, 57, 57, 57, 57, 57,
57, 57, 57, 57, 58, 58, 58, 58, 58, 58, 58, 58, 58, 58, 58, 58,
58, 59, 59, 59, 59, 59, 59, 59, 59, 59, 59, 60, 60, 60, 60, 60,
60, 60, 60, 60, 60, 61, 61, 61, 62, 62, 62, 62, 62, 63, 63, 63,
63, 63, 63, 63, 63, 64, 64, 64, 64, 64, 64, 64, 64, 64, 64, 65,
65, 65, 65, 65, 65, 66, 66, 66, 66, 66, 66, 67, 67, 67, 68, 68,
68, 68, 69, 69, 69, 69, 69, 69, 70, 70, 70, 70, 71, 71, 71, 72,
72, 72, 72, 72, 73, 73, 73, 73, 73, 73, 74, 74, 74, 74, 74, 75,
75, 75, 75, 75, 75, 75, 75, 75, 75, 75, 76, 76, 76, 76, 77, 77,
78, 78, 78, 78, 78, 78, 79, 80, 80, 80, 81, 81, 81, 81, 81, 81,
82, 82, 82, 82, 82, 83, 83, 83, 84, 84, 84, 85, 85, 85, 86, 86,
87, 87, 87, 88, 88, 88, 88, 88, 88, 88, 89, 89, 89, 90, 90, 90,
90, 90, 91, 91, 91, 92, 92, 92, 92, 93, 93, 93, 93, 93, 94, 94,
95, 95, 96, 96, 96, 96, 96, 96, 97, 97, 97, 97, 97, 97, 97, 97,
98, 98, 99, 99, 100, 100, 100, 101, 101, 102, 102, 102, 102,
103, 103, 103, 104, 104, 104, 104, 106, 106, 106, 106, 106, 107,
107, 107, 108, 108, 108, 109, 109, 109, 110, 111, 112, 112, 113,
114, 114, 114, 114, 114, 115, 115, 116, 116, 116, 116, 117, 117,
117, 118, 118, 119)