![]() ![]() But if we wanted to fit the data to Poisson distribution, then we only need one equation since the Poisson pdf is defined in terms on one parameter λ as in f(x)= If we have to determine 2 parameters (as in the above 2 cases) then we need 2 equations. If we want to fit the population to the Gamma distribution, then we need to determine the parameters since the Gamma distribution is is fully specified by these 2 parameters. For each one of these Choice we need to determine the relevant distribution parameters to be able to fully specify the pdf.įor example, if we want to fit the population data to the normal distribution, then we need to determine the mean and variance of the data since the normal pdf is fully specified by these 2 parameters The idea of this method is as follows: Assume that the data was generated according to some distribution, say Normal or Gamma or Poisson, etc. We call the given data the population data. In other words, we want to determine the best probability distribution function by which the given data could have been generated according to. The problem to solve : Given some data, we seek to fit a probability law to the data. Mathematics 502 probability and statistics, CSUF, Fall 2007 Method_of_moments (Wolfram Mathematica 6.0 for Students - Personal Use Only)Ī small note on the statistical method of moments for fitting a probability model to data ![]()
0 Comments
Leave a Reply. |
AuthorWrite something about yourself. No need to be fancy, just an overview. ArchivesCategories |