Re: [R] How to fit a random data into Beta distribution?

From: Ravi Varadhan <rvaradhan_at_jhmi.edu>
Date: Thu, 05 May 2011 10:50:39 -0400

Beta is not as general as you think. Its support is limited to [0,1], but you are trying to fit data that lies outside of its support. Please read about the beta distribution from a basic stats/prob book.

Ravi.



From: r-help-bounces_at_r-project.org [r-help-bounces_at_r-project.org] On Behalf Of Shekhar [shekhar2581_at_gmail.com] Sent: Thursday, May 05, 2011 6:54 AM
To: r-help_at_r-project.org
Subject: Re: [R] How to fit a random data into Beta distribution?

Hi,

@Steven: Since Beta distribution is a generic distribution by which i
mean that by varying the parameter of alpha and beta we can fit any distribution.
So to check this i generated a random data from Normal distribution like

x.norm<-rnorm(n=100,mean=10,sd=10);

Now i want to estimate the paramters alpha and beta of the beta distribution which will fit the above generated random data. That's what i want to do.

@Ali: When you said you drafted your own procedure, do you mean that
you are calculate the parameters using MLE or bayesian..???Can you please give me some more ideas into this?

Thanks and Regards,
Som Shekhar



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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. Received on Thu 05 May 2011 - 15:00:49 GMT

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