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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.

model. There are several estimate methods in statistical literature, but in this paper we are focusing on these ones: 1) analogic 2) moments 3) maximum likelihood Analogic method consists in estimating model parameters applying the same function to empirical data. I.e., we estimate the unknown mean of a normal population using the sample mean:

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