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.


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).


Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

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