[R] Rv: Chi-square parameter estimation

From: Julio Rojas <jcredberry_at_ymail.com>
Date: Mon, 28 Jul 2008 05:38:05 -0700 (PDT)


Hi. I have made 100 experiments of an M/M/1 queue, and for each one I have calculated both, mean and variance of the queue size. Now, a professor has told me that variance is usually chi-squared distributed. Is there a way in R that I can find the parameter that best fits a chi-square to the variance data? I know there's fitdistr()m but this function doesn't handle chi-square. I believe the mean estimator for the chi-square is df (degrees of freedom). The theoretical variance for an M/M/1 queue with lambda=30/33 is ~108. So, should I expect the chi-square with parameter 108 is the one that best fits the data?

Thanks a lot for your help.



Yahoo! MTV Blog & Rock &gt;¡Cuéntanos tu historia, inspira una canción y gánate un viaje a los Premios MTV! Participa aquí
http://mtvla.yahoo.com/

        [[alternative HTML version deleted]]



R-help_at_r-project.org mailing list
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 Mon 28 Jul 2008 - 12:54:48 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Mon 28 Jul 2008 - 13:32:39 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.

list of date sections of archive