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I am trying to pick up and learn some statistics. I am not good at it, so please forgive me if I'm asking something naive.

Suppose you have a set of data values, say 10k of them, and the format looks like: 1.256, 9.264, 4.483, 460.357....

How to identify the distribution of it?

Thank you very much.

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Although your question is very general, the rule is that there isn't a standard way of fitting a distribution to a vector of observations and several methods exist for it. You can start by creating a histogram of your data. In this way, you can immediately see if the shape of the histogram resembles any of the widely known and used statistical distributions (e.g. Gaussian).

As a next step, have a look at http://www.r-bloggers.com/fitting-distributions-with-r/. It contains several information that will help you deal with your data, a diagram that can help you identify a distribution based on data characteristics and a link to a nice tutorial on fitting distributions with R. More help would be possible as soon as you identify the basic shape of your data's distribution (e.g. histogram).

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