Transcription of Fitting distributions with R
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Fitting distributions with R
Fitting distributions with R 1 Fitting distributions WITH R Release February 2005 Vito Ricci Permission is granted to copy, distribute and/or modify this document under the terms of the GNU Free Documentation License, Version or any later version published by the Free Software Foundation: #FDL Copyright 2005 Vito Ricci Fitting distributions with R 2 TABLE OF CONTENTS Introduction Graphics Model choice Parameters estimate Measures of goodness of fit Goodness of fit tests Normality tests Appendix: List of R statements useful for distributions Fitting References Fitting distributions with R 3 Introduction Fitting distributions consists in finding a mathematical function which represents in a good way a statistical variable.
where on the left there mean and variance of gamma distribution and on the right sample mean and sample corrected variance. Solving we can get parameters’ estimates: 2 _ ˆ s x l= 2 _ 2 ˆ s x a= x.gam<-rgamma(200,rate=0.5,shape=3.5) ## sampling from a gamma distribution with l=0.5 (scale parameter12) and a=3.5 (shape parameter)
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