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fitting distributions

On Sat, 30 Jun 2001, osama wrote:

            
So, I want to use MLE or Robust estimation of the parameters, then use
A-D or K-S test or Robust alternative for the goodness-of -fit. Also I
would rank the fitted distributions according to the p-value of the test.
Does anyone know how I do this in R. any backages of Robust estimation
and for goodness-of-fit?

Is this data analysis or a homework problem?

What robust estimation even means for a right skewed distribution is
problematical.  The standard methods for the mean assume symmetry.
As robustness menas considering distributions outside the specified
family, you can only robustly estimate parameters with a physical meaning.

An in general the p-values of A-D or K-S tests assume known parameters.
(Yes, I know Stephens and others have worked on approximations in other
cases.)

R provides methods for real data analysis, and I don't see why one would
need to fit lots of (presumably) univariate distributions.  Find a good
density estimate instead.  But theoretical statistics do set this sort of
thing as problems ....