Probability distribution fitting: Difference between revisions

Revision as of 10:23, 9 April 2018

Revision as of 12:16, 27 May 2018

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[[File:Negative and positive skew diagrams (English).svg|thumb|220px|Skewness to left and right]]

When the larger values tend to be farther away from the mean than the smaller values, one has a skew distribution to the right (i.e. there is positive [[skewness]]), one may for example select the [[lognormal distribution|log-normal distribution]] (i.e. the log values of the data are [[normal distribution|normally distributed]]), the [[loglogistic distribution|log-logistic distribution]] (i.e. the log values of the data follow a [[logistic distribution]]), the [[Gumbel distribution]], the [[exponential distribution]], the [[Pareto distribution]], the [[Weibull distribution]], the [[Burr distribution]], or the [[Fréchet distribution]]. The last threefour distributions are bounded to the left.

''Skew distributions to the left''

When the smaller values tend to be farther away from the mean than the larger values, one has a skew distribution to the left (i.e. there is negative skewness), one may for example select the ''square-normal distribution'' (i.e. the normal distribution applied to the square of the data values), the inverted (mirrored) Gumbel distribution, the [[Dagum distribution]] (mirrorred Burr distribution), or the [[Gompertz distribution]], which is bounded to the left.

== Techniques of fitting ==