Ted Byers
2008-Sep-19 01:57 UTC
[R] Use of distribution model to estimate probability of an event
I have a situation where there ae two kinds of events: A and B. B does not occur without A occuring first, and a percentage of A events lead to an event B some time later and the remaining ones do not. I have n independant samples, with a frequency of events B by week, until event B for a given week's A events no longer happen (after about 10 weeks, the chance of another B event is less than 0.1%). That gives me good enough data to determine which distribution fits the data. But looking at the data for several weeks of A event, it is clear that although the distributions have a similar shape (e.g. the corresponding B events peak on week two), there are significant differences between weeks of A events regarding the fraction of them that lead to B events (sometimes it is 25% and sometimes it is 45%, with dozens of values in between being observed). I know how to use R to fit the distributions. The question is, once I have fit a distribution to the data (i.e. I know the distribution and it s parameters that give the best fit, is there a function in R that I can use to obtain the number of events of type B will occur in week M (knowing the number of A events, and a density function, all I need is the probability of a B event in the week of interest - a simple forecast since the week for which we want the answer hasn't come yet - a simple forecast model), given a number of A events in a prior week N? If so, just tell me the name of the function and the package, and I'll find it and read up on it. This is for the development of a model of risk (A events being desirable and B events representing a cost to all concerned). It is a simple enough model, but I am having a little trouble finding the last piece of the puzzle that I need. Thanks Ted -- View this message in context: http://www.nabble.com/Use-of-distribution-model-to-estimate-probability-of-an-event-tp19565047p19565047.html Sent from the R help mailing list archive at Nabble.com.
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