# Thread: Determining the distribution of a random vector

1. ## Determining the distribution of a random vector

I'm trying to solve the following least squares problem:

$\underset{x}{\text{min}} ||Ax - \tilde{b}||_2$

where $Ax = b$ and $\tilde{b} = b + w$

$w$ is a vector resulting from some operations and is not necessarily Gaussian. Also, I have access to $b$ and therefore, $w$. My question is as follows:

Given a vector $w$, how do I determine which distribution fits it best?

Thanks in advance! This is my first time here, and the presence of LaTeX is very heartening

2. Hi,

Originally Posted by phantom23
Given a vector $w$, how do I determine which distribution fits it best?
I think that given a _single_ vector w you cannot determine any distribution.
If instead you have multiple measurements for each component $w_i$ of the vector w (with i=1...N), then I think you can build a (N+1)-dimensional histogram (Histogram - Wikipedia, the free encyclopedia) i.e. a graph of frequency vs the variables $w_1, w_2, ... w_N$ and then try to fit it into an analytical PDF equation...

HTH,
Francesco