Hi there,

I've been struggling for identification of probability distribution of my sample. Any enlightenments would be appreciated.

Now I have data with 450 of sample size. I want to know which probability distribution the data is. But the data failed to pass any test (e.g. jarque-Bera, Komogorov-smirnov).

Thus, what is the first step i can consider if the data cannot fit any probability distribution? Or I can trasform my data and get identity that could fit in some probability distribution?

let me know if you cannot understand the question, English is not my mother language.