Questions tagged [distribution-identification]

Questions about recognizing a probability distribution from a figure, formula, or text description. Please use a specific, informative title.

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177
votes
2answers
244k views

How to determine which distribution fits my data best?

I have a dataset and would like to figure out which distribution fits my data best. I used the fitdistr() function to estimate the necessary parameters to ...
34
votes
3answers
26k 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 ...
13
votes
1answer
4k views

Distribution of the ratio of dependent chi-square random variables

Assume that $ X = X_1 + X_2+\cdots+ X_n $ where $X_i \sim N(0,\sigma^2)$ are independent. My question is, what distribution does $$ Z = \frac{X^2}{X_1^2 + X_2^2 + \cdots + X_n^2}$$ follow? I know ...
3
votes
1answer
508 views

Is there a common underdispersed discrete distribution with unbounded support for general mean and variance?

I have a mean $\mu$ and a variance $\sigma^2$ with underdispersion, i.e., $\sigma^2<\mu$. Is there a standard discrete distribution with these moments and unbounded-on-the-right support, i.e., ...
23
votes
3answers
2k views

Does this distribution have a name? $f(x)\propto\exp(-|x-\mu|^p/\beta)$

It occurred to me today that the distribution $$ f(x)\propto\exp\left(-\frac{|x-\mu|^p}{\beta}\right) $$ could be viewed as a compromise between the Gaussian and Laplace distributions, for $x\in\...
4
votes
3answers
529 views

What kind of distribution is this "almost" uniformly distributed data for calls/week?

My supervisor asked me to find out which distribution represents a particular situation. I have a VoIP generator that generates calls "uniformly" distributed between callers. This means that the ...
2
votes
3answers
141 views

How long is a distribution considered normal?

I have a dataset of metric distances ($n=5800$) and plotted those as a histogram. My initial thought was that this distribution looks normal. But after performing a Shapiro Wilk test and plotting the ...
9
votes
2answers
436 views

Distribution with a given moment generating function

As a follow-up to a question on a central limit theorem for independent random variables (r.v.) here, let $Y_j=-\log(1-V_j)$, where $V_j\sim\mbox{beta}(1-\sigma,j\sigma)$, $j\in\mathbb{N}^*$, $\sigma\...