R help - Apr 2010 - Truncated Normal Distribution and Truncated Pareto distribution

Dear R helpers,

I have a bimodal dataset dealing with loss amounts. I have divided this dataset
into two with the bounds for the first dataset i.e. dataset-A being 5,000$ to
100,000$ and the dataset-B deals with the losses exceeding 100,000$ i.e.
dataset-B is left truncated.

I need to fit truncated normal disribution to dataset - I having lower bound of
5000 and upper bound of 100,000. While I need to fit truncated Pareto for the
lossess exceeding 100,000$.

Is there any package in R which will guide me to fit these two distrubitions
also giving KS (Kolmogorov Smirnov) test and Anderson Darling test results.

Please guide

Julia



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Only a man of Worth sees Worth in other men



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	[[alternative HTML version deleted]]

The truncreg package fits the truncated normal model.



Le lundi 19 avril 2010 ? 00:21 -0700, Julia Cains a ?crit
:
> Dear R helpers,
> 
> I have a bimodal dataset dealing with loss amounts. I have divided this
dataset into two with the bounds for the first dataset i.e. dataset-A being
5,000$ to 100,000$ and the dataset-B deals with the losses exceeding 100,000$
i.e. dataset-B is left truncated.
> 
> I need to fit truncated normal disribution to dataset - I having lower
bound of 5000 and upper bound of 100,000. While I need to fit truncated Pareto
for the lossess exceeding 100,000$.
> 
> Is there any package in R which will guide me to fit these two
distrubitions also giving KS (Kolmogorov Smirnov) test and Anderson Darling test
results.
> 
> Please guide
> 
> Julia
> 
> 
> 
> ************************************************
> 
> 
> 
> Only a man of Worth sees Worth in other men
> 
> 
> 
> ************************************************
> 
> 
>       
> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

-----Mensaje original-----
De: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] En
nombre de Julia Cains
Enviado el: lunes, 19 de abril de 2010 9:22
Para: r-help at r-project.org
Asunto: [R] Truncated Normal Distribution and Truncated Pareto distribution

Dear R helpers,

I have a bimodal dataset dealing with loss amounts. I have divided this dataset
into two with the bounds for the first dataset i.e. dataset-A being 5,000$ to
100,000$ and the dataset-B deals with the losses exceeding 100,000$ i.e.
dataset-B is left truncated.

I need to fit truncated normal disribution to dataset - I having lower bound of
5000 and upper bound of 100,000. While I need to fit truncated Pareto for the
lossess exceeding 100,000$.

Is there any package in R which will guide me to fit these two distrubitions
also giving KS (Kolmogorov Smirnov) test and Anderson Darling test results.

Please guide

Julia

-----------
See
library(MASS)
?fitdistr
You can define your customized truncated density as a function in the parameter
densfun of fitdistr.

See also
http://www.mail-archive.com/r-help at stat.math.ethz.ch/msg34540.html
http://www.mail-archive.com/r-help at stat.math.ethz.ch/msg34548.html

HTH

____________________________________________________________________________________

Dr. Rub?n Roa-Ureta
AZTI - Tecnalia / Marine Research Unit
Txatxarramendi Ugartea z/g
48395 Sukarrieta (Bizkaia)
SPAIN


************************************************



Only a man of Worth sees Worth in other men



************************************************


      
	[[alternative HTML version deleted]]

______________________________________________
R-help at r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.