m******t
发帖数: 273 | 1 【 以下文字转载自 Quant 讨论区 】
发信人: myregmit (myregmit), 信区: Quant
标 题: how to do data fitting to find distribution
发信站: BBS 未名空间站 (Sat Mar 15 11:02:05 2014, 美东)
Hi,
I need to do data fitting to find the distribution of a given data.
I need to find the pdf funtion of the distribution.
I can use data fitting functions in matlab and python.
It looks like a truncated gamma.
But, how to find the paramters of the distribution ?
What if the data cannot fit the truncated gamma well ?
The QQ-plot (qunatile-quantile) show that it is not a good fit for truncated
gamma.
How to find the distribution parameters such as alpha (shape), beta (scale)
for the truncated gamma ?
If data fitting cannot work here, what other methods I can use for that ?
Any help would be appreciated. | v*******e
发帖数: 11604 | 2 maximum likelihood
找本统计书，看懂maximum likelihood，你就可以动手写程序算算看了。 |
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