Fit a distribution to an "ECDF"
Actually, after thinking about this, what I want to do is to fit a curve (Weibull and LogLogistic) to the first 9 data points in the series. The numbers represent percent of development, and I don't "trust" the 1.000 point, so I want to fit these curves to get 2 estimates of the tail, both a thick and a thin. I want to be able to extrapolate percentage developed beyond 9 periods of development.
On Nov 16, 9:36?pm, Frank Harrell <f.harr... at vanderbilt.edu> wrote:
Fitting curves to an ECDF will result in a fit that has the same precision as the ECDF if variances are calculated correctly. ?So why not stop with the ECDF as your estimator? Frank ----- Frank Harrell Department of Biostatistics, Vanderbilt University -- View this message in context:http://r.789695.n4.nabble.com/Fit-a-distribution-to-an-ECDF-tp3045793... Sent from the R help mailing list archive at Nabble.com.
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