All Questions
Tagged with fitting distributions
100 questions
0
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2
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132
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Confusion on using LognormalDistribution in Mathematica
I would like to fit a LogNormalDistribution[μ,σ] based on some data that I have. Roughly speaking, would I need to take the Log ...
0
votes
1
answer
129
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FindMaximum for LogLikelihood fails for multiple parameters
I need to fit a non-analytic data set to another data set using at least 2 parameters: shift and scale. For my 2 data sets (data1 and ...
1
vote
1
answer
226
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Plotting confidence interval from P values (from DistributionFitTest) for 2 parameters
I have a data set I'd like to adjust with 2 parameters, then compare that to another set of data. By using NMaximixe with ...
- 42.9k
1
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1
answer
109
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Force symbolic usage in PDF or distribution
I want to create a custom distribution based on a SmoothKernelDistribution or KernelMixtureDistribution as so:
...
- 42.9k
1
vote
0
answers
70
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Finding parameters of custom distribution with no analytical function
I need to shift one distribution to another using a simple positional correction parameter. For illustrative purposes, I will create a "double hump" or "twin peaks" distribution here, but my actual ...
0
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0
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83
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Plot moments as a function of bin size?
I need to plot moments of a distribution as a function of bin size to show whether or not the tails of this data set are Gaussian. My data is in [pastebin.com/nzCs5BwE.][1]
Here is how I've plotted ...
5
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2
answers
791
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Estimate parameters of a derived distribution
I would like to estimate the parameters of a derived distribution fSurvivalGompertzNoiseDist below.
This distribution represents simulations from a probability ...
1
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3
answers
3k
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2
votes
1
answer
209
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How to exclude MixtureDistribution from FindDistribution
is there a way to exclude MixtureDistribution from the set of fitted distributions when using FindDistribution?
I expected ...
- 43.2k
0
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0
answers
467
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How do I calculate a P-Value from 2 custom data sets?
I have 2 custom data sets:
data1 = Import["https://pastebin.com/raw/KHkmEfQB", "List"];
data2 = Import["https://pastebin.com/raw/Hm3mhczi", "List"];
These are ...
0
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2
answers
283
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Non linear fit/Find distribution parameters for large gradient data;
searching around I've found that this is a common problem with fitting but I haven't found a work-able solution.
I have a symmetric data set that I've manipulated so that it is a probability ...
CommunityBot
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1
vote
1
answer
108
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Create non-standard PDF from data, then doing a likelihood fit
Let's say I have some set of data which is not a "normal" distribution of data, meaning it does not hold a Gaussian, exponential, or other neat formulaic look. Here's an example of data where the PDF ...
2
votes
1
answer
783
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Fitting data to an empirical distribution, finding best fit
So I have a non-standard (non-normal, non-Gaussian, non-exponential, etc...) distribution, so I created a distribution empirically:
...
- 42.9k
2
votes
1
answer
114
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FindDistributionParameters for a ParameterMixtureDistribution
Let's say I define a simple hierarchical model as follows (I don't actually particularly care about the distributions chosen):
...
- 24.8k
10
votes
2
answers
1k
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Finding a distribution to fit truncated data
I have certain experimental data with the following PDF.
As you may note the data does not take values lower than 0.
Using FindDistribution I get the following ...
1
vote
1
answer
302
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Find the parameter estimates for a Weibull Distribution
I am a new member of this community and I try to learn Mathematica Software.
At moment I try to find the parameter of a Weibull distribution, but I cannot solve the problem.
This is the code and the ...
- 42.9k
3
votes
1
answer
965
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How to fit off axis 2D Lorentzian Distribution
I have a 2D dataset. I can easily fit an on axis Lorentzian by assuming the independence of the x and y coordinates. In the case where no such assumption can be made, what method should I use to fit ...
- 42.9k
1
vote
1
answer
160
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FindDistributionParameter slow with user defined Distribution
I am trying to define my own probability distributions in order to fit data using Maximum Likelyhood. To test my distributions, I have produce a set of data Normally distributed using
...
1
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2
answers
725
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On Parameter Estimation using FindDistributionParameters
I would like to estimate the parameters associated with a distribution following the Laplace distribution.
I have created experimental data following the Laplace distribution, using the following ...
2
votes
2
answers
4k
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Fitting data to a Poisson distribution
I'm trying to fit a Poisson Distribution to data produced in a lab. I've successfully made a Histogram of the data, which looks like:
However, when I try to fit the Poisson Distribution using:
<...
- 1,488
4
votes
2
answers
463
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FindDistributionParameters gives an error for a mixture of user defined sinh-arcsinh distributions
I have some data (1593 values). I first binned it using the Knuth rule and fitted a function that is a linear combination of two sinh-arcsinh functions. I then ...
CommunityBot
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2
votes
1
answer
455
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How to perform a distribution fit test to censored data
With following code I will get an error:
...
- 42.9k
5
votes
1
answer
138
views
Is this behavior of DistributionFitTest together with StableDistribution a bug?
Bug introduced in 9.0 or earlier and persisting through 11.0.1 or later
I have been using DistributionFitTest to fit the following data:
...
CommunityBot
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1
vote
1
answer
180
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Help Modeling Average Of A Gaussian And A Function
I am trying to recreate some results from a simulation that I have but I am having trouble re-creating the expressions/funcitons in mathematica.
In my simulation I have a data set consisting of (z,x,...
- 321
1
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3
answers
2k
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How to fit a Distribution to data that already looks like a distribution?
I have a set of data that is already ordered as a distribution. Here is a picture worth 999 words:
I tried FindDistributionParameters, and ...
- 163k
13
votes
2
answers
7k
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What is the best distribution for my histogram?
I defined a security bound for a random walk (cube with 15 length) and I have this code to obtain a sample of the random times at which the random walk crosses the boundary for the first time:
...
CommunityBot
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4
votes
1
answer
652
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package for calculating exponent of power law distribution
There are some packages to fitting power law to empirical date in "R", "matlab", "python" Here with maximum likelihood method As it said here.
Does it exist similar package in Mathematica?
- 236k
1
vote
1
answer
983
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Fitting data to an Normal Inverse Gaussian distribution
I am using data which I suspect is distributed according to the Normal Inverse Gaussian distribution (NIG). The literature says that the 4 parameters of the NIG distribution can be estimated from the ...
CommunityBot
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6
votes
2
answers
934
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How to measure accuracy of prediction distribution?
I have been trying to come op with a way to test if my dataset follows a Poisson distribution. Normally one would use the DistributionFitTest function, but here is ...
CommunityBot
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3
votes
0
answers
171
views
PearsonChiSquareTest for count/frequency data?
I read with interest a previous question on the PearsonChiSquareTest from a few years ago, and one answer was very helpful:
Performing a chi-square goodness of fit ...
CommunityBot
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0
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0
answers
369
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Maximum Likelihood Estimation of Gamma-distribution Scale parameter
I have the following tasks:
Generate random sample with given parameters shape = 2, scale = 0.001 and shape = 2, scale = 1/1200 for the right censored sample;
Using Maximum Likelihood Method estimate ...
1
vote
1
answer
219
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Using List/Histogram Data As A Weighted Function?
I have a list of data points that I would like to use as a weighted function. The data represents the number of particles within a bin of a particle distribution.
Ultimately I would like to multiply ...
- 27.6k
4
votes
1
answer
150
views
Proper command to fit a distribution with data incomplete in a known way
Here is my scenario: got some data that I have to fit to a specific parametric family of probability distributions (cannot be changed).
Data consist of several bunches of integers between, say, 0 and ...
CommunityBot
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2
votes
3
answers
556
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Fit dataset with customized discontinuous distribution
I have the following parametric CDF:
F[x_, λ_, β_, γ_] = Piecewise[{
{0, x < 0},
{1 - (1 - β) E^(-x λ), 0 <= x < γ },
{1, x >= γ}
}];
...
3
votes
1
answer
253
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Estimate parameters of AR1 process
I am trying to estimate the parameters of a series $Z_t=W_t^\beta$, where W_t follows an AR1 process with mean 2, $\rho=0.9$ and $\sigma=0.1$:
$W_t = \rho W_{t-1} + (1-\rho) \bar{W} + \epsilon_t$
...
4
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0
answers
426
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Goodness of Fit of Copula Distribution
I am trying to find out goodness of fit of copula distribution, but Mathematica 10 gives me the same answer for each copula type. e.g
...
CommunityBot
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1
vote
2
answers
212
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TargetFunctions option in FindDistribution yields error
I have some data set that I am trying to find the maximums . I figured I could do this by fitting the many peaks of the dataset to Gaussian distributions and then finding the peaks of this data from ...
CommunityBot
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2
votes
1
answer
269
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Confidence and prediction bands for custom nonlineal for CDF from ProbabilityDistribution
I have a CDF obtained with the code:
...
CommunityBot
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3
votes
1
answer
318
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P-Values are inconsistent when using DistributionFitTest repeatedly
I am attempting to become more familiar with the DistributionFitTest, specifically the distributions it yields and their fittedness. What I have found is that when I generate random data, fit it, and ...
CommunityBot
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5
votes
2
answers
1k
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How to fit one distribution to another?
I have a custom distribution created to model some experimental observations.
While too complicated to include in this question, I can provide an example and some illustrations to convey a sense of it....
1
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0
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123
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Fit a custom process to a data: inhomogeneous 2-state Markov chain
I would like to fit a custom process - a time inhomogeneous 2-state Markov chain, to data. The time inhomogeneity is a result of the transition probabilities varying sinusoidally through time with a ...
- 3,167
1
vote
1
answer
361
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Mixture coefficients and Parameter estimation for moving Normal distributions
I am searching for a way to do the following steps below. I am stumped and I have stumped a few profs too. Any help would be appreciated.
I would like to import data from, say, excel or a .txt file
...
- 34.5k
2
votes
0
answers
1k
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Developing easy code to apply Delta Method to generate prediction bands for custom distributions
I think that this is an interesting issue for all those who when to not only adjust one prediction function, but also to obtain the prediction bands to asses the graphical or tabular error
I'm trying ...
CommunityBot
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2
votes
0
answers
367
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Why do EstimatedDistribution and DistributionFitTest work this way
I am fitting some time-series data to both a stable distribution and a normal distribution in order to assess the goodness of fit of each. Along the way I encountered the following confusing result. ...
- 108k
8
votes
1
answer
657
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Inconsistent DistributionFitTest results?
In pondering this question, I used Mariana's function to generate the following data.
...
CommunityBot
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-1
votes
2
answers
1k
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Fitting a beta distribution to a probability density curve
If I have a spectral data set showing measured energy on the y-axis and frequency on the x-axis, how would I go about fitting this to a beta distribution?
For example, lets say I had the data for the ...
- 7,837
3
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1
answer
295
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Judging the quality of fitting an EventData object to a distribution using LogRankTest
I have $389$ data points defined in an EventData object and want to judge the quality of fit of this data to a fitted $3$-parameter Weibull distribution. This ...
- 425
1
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1
answer
229
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How to find best MLE using `FindDistributionParameters`
This question is an extension of this question, if we change the initial values ...
CommunityBot
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6
votes
1
answer
686
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Fix end point in smooth kernel distribution density
I am using some extreme value fitting method which results in a parametric distribution for values exceeding some threshold, all values $\geq 0$.
For smaller values I'd like to use a smooth kernel ...
- 19.4k
11
votes
2
answers
2k
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Trying to fit an unknown extreme distribution
First up, I'm quite new to Mathematica so any hints on better code would be greatly appreciated.
I have some histogram frequency data from an unknown distribution that I'm trying to fit. Here's the ...
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