R help - Jul 2008 - Chi-square parameter estimation

Hi. I have made 100 experiments of an M/M/1 queue, and for each one I have
calculated both, mean and variance of the queue size. Now, a professor has told
me that variance is usually chi-squared distributed. Is there a way in R that I
can find the parameter that best fits a chi-square to the variance data? I know
there's fitdistr()m but this function doesn't handle chi-square. I
believe the mean estimator for the chi-square is df (degrees of freedom). The
theoretical variance for an M/M/1 queue with lambda=30/33 is ~108. So, should I
expect the chi-square with parameter 108 is the one that best fits the data?

Thanks a lot for your help.





     
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If v is your vector of sample variances (and assuming that their distribution is
chi-square) you can define
f(df) <- sum(dchisq(v,df,log=TRUE))
and now you need to maximize f, which can be done using any optimization
function (like optim).


--- On Sat, 26/7/08, Julio Rojas <jcredberry at ymail.com> wrote:
> From: Julio Rojas <jcredberry at ymail.com>
> Subject: [R] Chi-square parameter estimation
> To: r-help at r-project.org
> Received: Saturday, 26 July, 2008, 12:03 AM
> Hi. I have made 100 experiments of an M/M/1 queue, and for
> each one I have calculated both, mean and variance of the
> queue size. Now, a professor has told me that variance is
> usually chi-squared distributed. Is there a way in R that I
> can find the parameter that best fits a chi-square to the
> variance data? I know there's fitdistr()m but this
> function doesn't handle chi-square. I believe the mean
> estimator for the chi-square is df (degrees of freedom).
> The theoretical variance for an M/M/1 queue with
> lambda=30/33 is ~108. So, should I expect the chi-square
> with parameter 108 is the one that best fits the data?
> 
> Thanks a lot for your help.
> 
> 
> 
> 
> 
>      
>
____________________________________________________________________________________
> Yahoo! MTV Blog & Rock &gt;?Cu?ntanos tu
> historia, inspira una canci?n y g?nate un viaje a los
> Premios MTV! Participa aqu? http://mtvla.yahoo.com/
> 	[[alternative HTML version
> deleted]]______________________________________________
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