Distribution Fitter

Fit probability distributions on observed data
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Tenokonda Distribution Fitter returns the most likely distribution from a set of input observations.

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Features

  • Ranking of most likely distributions from over 30 different distributions

  • Handles lower/upper bound truncated distributions.

  • Choice of goodness of fit measures.

  • Flexible constraints handling on any parameters.

  • Specific penalty weight setting.

References

  • H. Cramér, 'Mathematical methods of statistics' , Princeton Univ. Press (1946).
  • Claeskens, G.; Hjort, N. L. (2008), Model Selection and Model Averaging, Cambridge University Press
  • Huber-Carol, C.; Balakrishnan, N.; Nikulin, M. S.; Mesbah, M., eds. (2002), Goodness-of-Fit Tests and Model Validity, Springer.
  • Cressie, N. and Read, T. R. C., “Multinomial Goodness-of-Fit Tests”, J. Royal Stat. Soc. Series B, Vol. 46, No. 3 (1984), pp. 440-464.
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Tenokonda