Wuming Gong
2004-Dec-09 11:04 UTC
[R] How can I estimate parameters of probability distributions?
Hi list, I have a group of data. It looks like they follow a exponential distribution. In R, how can I esimate lamda, that is the rate in pexp, of the distribution and can I use Kolmogorov-Smirnov for hypothesis testing in such a situation? I have read the "8.2 Examing the distribution of a set of data" of "An Introduction to R" but I did not find any clues on this issue. (The data is in the attachment). Thanks Wuming -------------- next part -------------- An embedded and charset-unspecified text was scrubbed... Name: div.txt Url: https://stat.ethz.ch/pipermail/r-help/attachments/20041209/f705f04e/div.txt
Vito Ricci
2004-Dec-09 11:21 UTC
[R] Re:How can I estimate parameters of probability distributions?
Hi, To estimate parameters of exponential distribution you could use the Maximun Likelihood methods. Find the log-likelihood function and maximaze it(or minimaze -log-likelihood function that's the same) calculating the derivate respect to lamda. See: http://www.weibull.com/LifeDataWeb/maximum_likelihood_estimation_exp.htm Another way is to estimate lamda as 1/mean of sample. If you use KS test to test if your data belong from an exponential distribution you're assuming that the lamda parameter in population is rather equal to the estimate in sample. I mean that in this way you are testing both the kind of the distribution and its parameter lamda. I hope I give a little help. Best Vito you wrote: Hi list, I have a group of data. It looks like they follow a exponential distribution. In R, how can I esimate lamda, that is the rate in pexp, of the distribution and can I use Kolmogorov-Smirnov for hypothesis testing in such a situation? I have read the "8.2 Examing the distribution of a set of data" of "An Introduction to R" but I did not find any clues on this issue. (The data is in the attachment). Thanks Wuming ====Diventare costruttori di soluzioni Became solutions' constructors "The business of the statistician is to catalyze the scientific learning process." George E. P. Box Top 10 reasons to become a Statistician 1. Deviation is considered normal 2. We feel complete and sufficient 3. We are 'mean' lovers 4. Statisticians do it discretely and continuously 5. We are right 95% of the time 6. We can legally comment on someone's posterior distribution 7. We may not be normal, but we are transformable 8. We never have to say we are certain 9. We are honestly significantly different 10. No one wants our jobs Visitate il portale http://www.modugno.it/ e in particolare la sezione su Palese http://www.modugno.it/archivio/palese/