All Questions
Tagged with fitting distributions
100 questions
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Fit Gaussian to a custom histogram
I have written a small program that performs a Monte Carlo simulation to calculate the uncertainty of a quantity. I store all the results of this quantity in a list and from this list I generate a ...
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1
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116
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70
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Parameter distribution from NonlinearModelFit result
Is it possible to construct a parameter distribution (e.g. Normal or StudentT) from the Estimate and Standard Error of a NonlinearModelFit result? The SE is the square root of the variance but what is ...
- 11
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3
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91
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How to restrict FindDistribution to real-valued distributions
The following seems buggy to me, but perhaps I'm confused about something. Or maybe there's a workaround that makes it moot?
First, I ask Mathematica to find a distribution that describes a dataset ...
- 12k
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4
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Fitting and plotting Weibull distribution
How can I find the best fitted 2-parameter Weibull's distribution (PDF) to describe my data? How can i plot my data and estimated distribution all in one graph?
How can I show/compare results of ...
- 801
5
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2
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993
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Choosing The Best Fitted Probability Distribution Model
The following Example 20 Obs and i used Goodness of fit test with Exponential distribution, another time with Weibull distribution and third time with Pareto distribution .All of them are significant ...
- 42.9k
3
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2
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720
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Estimating Parameters of a Custom Distribution
The problem is I can not get estimation of parameters of any custom probability distribution (distributions are not built in Mathematica), here is an example:
First: I entered random numbers of ...
- 42.9k
1
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1
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109
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Varying values of parameters and sample size won't work
1.Hello , I have customized a distribution, and then trying to estimate the parameters for smaller values of sample size say n=10,30,40,50 and 60.It runs for n=10 and n=1000 and then it does ...
CommunityBot
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2
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735
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Fit function to histogram
I have a list:
histx={-56.6335, -57.2327, -57.8607, -57.9682, -57.0061, -57.1872,-56.9209, -56.1284,...};
I managed to create the histogram that I wanted to:
But ...
- 62.3k
2
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2
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249
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Can the CopulaDistributions be fitted?
This is an immediate follow-up to DoAny--which I did consider editing, clarifying and correcting in some respects.
But perhaps here I can put the immediate question at hand more directly (the emphasis ...
- 42.9k
1
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3
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Do any of the Mathematica CopulaDistributions (or others) fit well this sampled bivariate copula with uniform marginals over [0,1]?
I'm currently developing a data set that consists of two $50 \times 50$ matrices, which I designate as q1 and Q1. I strongly believe (bordering on formal proof [cf. Corollary 1 in marginalinvariance]) ...
- 2,385
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2
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499
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Polynomial fitting to obtain the growth rate
We -- my friend -- had asked a question here, which was not completely related to Mathematica, however, in a hope that someone familiar with the topic could help. There are still some aspects which we ...
CommunityBot
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2
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755
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How to fit a skewed normal to the data and obtain the corresponding parameters? [closed]
I have:
data = {0.00677966, 0.0677966, 0.335593, 0.308475, 0.213559, 0.0440678, 0.0237288}
Although, the normal fit to the data is not bad:
...
- 42.9k
1
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2
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301
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Any suggestions for improving my fitting?
This is not a completely Mathematica question, but I hope people who are familiar both with Mathematica and statistics could help me on this.
I have a set of data as
...
- 7,164
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78
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How to find the appropriate fit?
Imagine we are given this set of data:
data = {{0, 1}, {1, 0}, {3, 2}, {5, 4}, {6, 4}, {7, 5}};
We fit the data with:
...
CommunityBot
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0
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403
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Histogram (automatic binning)
There are different methods for choosing widths of bins for a histogram, like Freedman-Diaconis rule. In Mathematica, without choosing a specific method, with the command ...
CommunityBot
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3
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5k
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Finding distribution parameters of a gaussian mixture distribution
Short version: how to estimate the parameters of a mixture of multivariate normal distributions (i.e.: Gaussian mixture model)?
Long version.
I am trying to estimate the parameters of a mixture of ...
- 24.8k
2
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2
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246
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1
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2
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247
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Finding a Distribution
I'm trying to find the optical distribution for the following data
https://drive.google.com/file/d/1z_cSu7w8tlz_uEYHr8Y0fFBTwLNo4jtp/view?usp=sharing
As there are a lot of points, the only way to ...
- 25.9k
2
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2
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141
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Can I impose some a priori constraints on a distribution found by SmoothKernelDistribution?
I use SmoothKernelDistribution (with no options and a single argument — a list of values) to get an approximate reconstruction of a continuous distribution based on ...
- 42.9k
1
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1
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Fitting data to left skewed gamma distribution
How can I fit the following two set of data to a left skewed gamma function, which I what I think should fit the data best?:
data 1 is here: https://pastebin.com/X2HTjTP7
data 2 is here: https://...
- 42.9k
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349
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Fitting a theoretical density function with log-return sample
I am working on a exercise to fit a theoretical density
function,presented below, with log-return series of a stock.
$\frac{1}{2}a e^{a(x-\mu)} \quad \text{if x } < \mu $
or
$ \frac{1}{...
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Using NonlinearModelFit with NIntegration
Before actually elaborate my question, just a little bit of contextualization: i'm trying to reproduce a result published in a paper. The experimental data presented by the paper's author are as ...
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Does FindDistributionParameters have any inbuilt parameter error estimation available?
FindDistributionParameters is super useful for extracting parameters and using them for other things, like defining random variables.
However I can't find any ...
- 42.9k
1
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1
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98
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How we fit our own generated probability distribution on real data
I want to fit derived distribution on real data and I need MLE parameters, standard errors of the estimated parameters, AIC, Loglikelihood, Goodness of fit test (Chi-square, Anderson etc), PDF, CDF, ...
- 42.9k
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Boundary parameter in Beta Distribution
I use EasyFit to find the probability distribution of my data. It turns out the data follows BetaDistribution with 0.54022,0.70601 shape parameters and
1.33,6.83 continuous boundary parameters
I am ...
- 10.4k
1
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1
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550
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How to fit a Weibull distribution function to histogram with unequal bins?
Whenever the function "FindDistributionParameter" is used in Wolfram Mathematica, it needs two inputs: raw data and distribution function.
I have a problem where I have have data and I need to use ...
- 42.9k
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1
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205
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How to fit data with superposition of CDFs?
With the help of @JimB, I could fit some experimental data with a CDF using NonLinearFitModel. The set of data is the following:
...
CommunityBot
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1
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390
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Fitting tail of distribution to Generalized Pareto Distribution
Hello, I have a problem in Mathematica and I don’t know if you could help me. I’m trying to compare the “performance” of a Laplace distribution and a Generalized Pareto Distribution (GPD) for the tail ...
- 42.9k
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Fitting a mixture of two normal distributions for a data set?
EDIT: Raw data can be found here: https://gist.github.com/Kagaratsch/65a931d8d78fcdd81f7e346429a02afd
Consider the following binned example data:
...
- 12.1k
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Can Mathematica be used to fit these functions related to the Riemann Xi function $\xi(s)$ to a known probability distribution type?
This question is related to my Math Stack Exchange question at the following link:
Question on Probability Distributions Related to the Riemann Xi Function $\xi(s)$
The definitions below are for $x&...
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Getting a PDF from a NonlinearFitModel
With the help of @JimB, I could fit some experimental data with a CDF using NonLinearFitModel. The set of data is the following:
...
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2
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114
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How to generate two non-overlapping LogNormalDistribution and their CDF?
I'd like to know how to generate two LogNormalDistribution with the same standart deviation and, if possible, get the associated CDF.
To contextualize, I'm trying ...
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105
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How to fit experimental data with by numerical integration?
folks.
I'm a begginer with Mathematica and all I know is just a few basics commands and i'm trying to improve it.
I have this list of experimental data taken from a paper which describes the ...
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128
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Creating a prediction/distribution based on several years of data
So I have several years of data from a survey. For each year I've used FindDistribution and Predict to see if I can fit the data. Here's one example
Where I used FindDistribution to get
...
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4
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679
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Fitting Coxian distribution to some data
I'm trying to fit a transformed (actually shifted to the right) Coxian distribution to some data ( if needed an example set is here Sim data ).
I've tried a number of ways for this:
...
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1
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How to pass starting values in matrix form?
Consider the following MWE, where I try to pass starting values to FindDistributionParameters[]:
...
- 42.9k
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2
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204
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Partitioning Mixture Distribution Dataset into constituent Distributions
Suppose I have a dataset that is derived from a random sampling from a mixture distribution
...
CommunityBot
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1
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228
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Mean and Distribution of Data
I am having a difficult time fitting my data to a distribution and finding the mean of the distribution. The data set is large, but here is a small sample
...
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2
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172
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Why does the PearsonChiSquare from FindDistribution and DistributionFitTest differ by a factor of $10^{20}$?
This is similar to the unanswered "Why the results of FindDistribution and DistributionFitTest are not consistent?" My more specific question is: Why do the PearsonChiSquare values for ...
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1
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493
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Model fitting for concave curve: test if asymptote or convergence exist
I am asking a double check if conceptually I set up proper model and proceeding in good direction to drive conclusions.
I have a distribution that looks like this:
I want to test if for increasing x ...
- 6,409
4
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2
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460
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How to apply assumptions to parameters for FindDistributionParameters?
Say I have data that I want to fit to a distribution while applying assumptions on one or more of the parameters. For example, for ParetoDistribution[k, α, μ]
<...
- 42.9k
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1
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465
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Fit to Binomial Function
I have the following data, and need to fit a binomial distribution to this data. I have already done so for a gaussian fit (this is the example code I have below), but I am having trouble using a ...
- 42.9k
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Using EstimatedDistribution with custom circular ProbabilityDistribution
Basic Idea
I'm attempting to estimate the distribution of a set of angle measurements. I have a custom probability distribution that I believe explains the measurements accurately and am attempting ...
- 42.9k
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Mixture distribution fitting containing a uniform distribution
I have a dataset that is clearly the mixture of 3 known distributions which can be generated as follows:
...
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1
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93
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3
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1
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310
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How to get and plot confidence bands for a FindDistribution fit
NonlinearModelFit gave a bad fit to this data, but FindDistribution gave a good fit. This code does the fit and shows the ...
- 5,209
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2
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2k
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Why do my attempts to fit data to a Gaussian curve fail?
I have some data and want to fit it with a Gaussian distribution. The problem is that Mathematica only fits it partly. I have tried to write the code in three different ways, but none of them worked. ...