Hi All, I have a sequence of positive integers, which is right skewed. The mean value is 6 and variance is 11. I suspect it can be fitted by poisson distribution. But I'm not familiar with the function to fit distribution. Could you please help me with it? Also, once I fit the poisson distribution, how can I check the good-ness of this fitting? Thank you! [[alternative HTML version deleted]]
Does fitdistr() in package MASS help? Peter Ehlers Linda Lei wrote:> Hi All, > > > > I have a sequence of positive integers, which is right skewed. The mean > value is 6 and variance is 11. > > I suspect it can be fitted by poisson distribution. But I'm not familiar > with the function to fit distribution. > > Could you please help me with it? Also, once I fit the poisson > > distribution, how can I check the good-ness of this fitting? > > > > Thank you! > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
(a) Surely to gumdrops, fitting a ***Poisson*** distribution is as trivial as it gets. There's one parameter to estimate; lambda.hat <- x.bar <- mean(x). (b) If the mean is 6 and the variance is 11, the data are VERY unlikely to be Poisson. If X is Poisson, var(X) = E(X). No indication of the sample size was given, but let's take a sample size of 30 for the purposes of illustration. In this case the probability of getting a variance of 11 from a Poisson distribution with (population) mean equal to 6 is (approximately, by simulation) 0.004. (c) A chi-squared goodness of fit test will also (almost surely!) tell you that the data are not Poisson. cheers, Rolf Turner rolf at math.unb.ca
The easiest, general function in R that I know for fitting
distributions is "fitdistr" in library(MASS). However, for Poisson, I
might also try "glm(y~1, family = poisson, ...)". Regarding testing
for
goodness of fit, I just got 44 hits for RSiteSearch("goodness of fit to
Poisson").
hope this helps.
spencer graves
p.s. My reply might have been more informative if you had provided
example data. For example, for the Poisson, the theoretical variance
equals the mean. Clearly, if the sample mean and variance are 6 and 11,
that alone could raise questions about the adequacy of the Poisson
assumption, depending on the sample size.
Linda Lei wrote:
> Hi All,
>
>
>
> I have a sequence of positive integers, which is right skewed. The mean
> value is 6 and variance is 11.
>
> I suspect it can be fitted by poisson distribution. But I'm not
familiar
> with the function to fit distribution.
>
> Could you please help me with it? Also, once I fit the poisson
>
> distribution, how can I check the good-ness of this fitting?
>
>
>
> Thank you!
>
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide!
http://www.R-project.org/posting-guide.html