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2011 Jan 07
0
Fitting an Inverse Gamma Distribution to Survey Data
...prietary software (@Risk)
kicked back a Pearson5 (inverse gamma) as the best fitting distribution with
a Chi-Sqr goodness-of-fit roughly 40% better than with a log-normal fit.
Looking up "Inverse gamma" on this forum led me the following post:
http://r.789695.n4.nabble.com/Inverse-gamma-td825481.html#a825482
But I think I'm misunderstanding the suggestion made in that post. Is there
way to estimate the shape and rate parameters for an inverse-gamma and then
plot the PDF as I have done below using other more readily available pdf's
in R?
Thanks, Eric
library(MASS)
iniSal_US_for...