On Sat, 30 Jun 2001, osama wrote:
Hi;
I would like to fit a contiuous right skewed dist. to a set of data.
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 ....
Thank you for your help. Ahmed hassan alexandria univeristy
Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272860 (secr) Oxford OX1 3TG, UK Fax: +44 1865 272595 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._