Re: [R] Method for checking automatically which distribtions fits a data

From: hadley wickham <h.wickham_at_gmail.com>
Date: Mon, 07 Jul 2008 10:09:59 -0500

>> Suppose I have a vector of data.
>> Is there a method in R to help us automatically
>> suggest which distributions fits to that data
>> (e.g. normal, gamma, multinomial etc) ?
>>
>> - Gundala Viswanath
>> Jakarta - Indonesia
>>
>
> See
>
> https://stat.ethz.ch/pipermail/r-help/2008-June/166259.html
>
> for example, normal vs gamma might be a sensible question
> (for which you can use fitdistr() as suggested above), but
> "multinomial" implies a very specific kind of response --
> discrete data with a specified number of possible outcomes.

Yes - the question as it is poorly stated. If you have a small (finite) choice of possible distributions you can use some kind of likelihood based statistic to determine which fits the data best. But what is the population of distributions in this case? All distributions that you see in stats101? All distributions that have names? All continuous distributions?

Hadley

-- 
http://had.co.nz/

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