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2 posts tagged with distribution by lpctstr;.
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How do I check goodness of fit against the gamma distribution?

What do I check if some one-variable data fits a distribution? In this case, I plotted my data in excel and it looks like a gamma distribution. How do I check "goodness of fit" like you can with the linear/polynomial/power/exponential regressions that excel has? I also have mathematica at my disposal.
posted by lpctstr; on Jan 9, 2010 - 8 answers

How would I pick which equation to use?

I want to determine the difference between distributions. When would I use kl-divergence and when would I use rmse? It seems like both equations reduce deviation to a single number, but couldn't find a comparison between them.
posted by lpctstr; on Nov 4, 2009 - 5 answers

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