Results 1 to 5 of 5

Math Help - how to find a suitable probability distribution

  1. #1
    Newbie
    Joined
    Dec 2008
    Posts
    9

    how to find a suitable probability distribution

    i have daily recorded rainfall data of 36 years. now i want to fit a suitable probability distribution but how? i calculate mean, variance, skewness, kurtosis but how to select a distribution?
    Follow Math Help Forum on Facebook and Google+

  2. #2
    Grand Panjandrum
    Joined
    Nov 2005
    From
    someplace
    Posts
    14,972
    Thanks
    4
    Quote Originally Posted by vg284 View Post
    i have daily recorded rainfall data of 36 years. now i want to fit a suitable probability distribution but how? i calculate mean, variance, skewness, kurtosis but how to select a distribution?
    Start with a normal with the same mean and variance, perform an appropriate test to see if the fit is adequate, if it is stop you have you distribution. If it is not adequate look at the data, is there something about it that you recognise, is it multi-modal, is it heavy tailed, skewed, ..

    If nothing suggests itself from an examination of the data or for theoretical reasons consider Kernel Density Estimation (Google for it if you need more information).

    CB
    Follow Math Help Forum on Facebook and Google+

  3. #3
    Newbie
    Joined
    Dec 2008
    Posts
    9
    thanks , i tried it but my problem is to find a general method i.e.to find a probability distribution for any data.
    Follow Math Help Forum on Facebook and Google+

  4. #4
    Grand Panjandrum
    Joined
    Nov 2005
    From
    someplace
    Posts
    14,972
    Thanks
    4
    Quote Originally Posted by vg284 View Post
    thanks , i tried it but my problem is to find a general method i.e.to find a probability distribution for any data.
    You could try an Charlier series fitted to the first r cumulants of the sample.

    (or just stick with Kernel Density Estimation)

    CB
    Follow Math Help Forum on Facebook and Google+

  5. #5
    Newbie
    Joined
    Dec 2008
    Posts
    9

    thanks

    ok i will try it
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. Find the probability distribution....
    Posted in the Advanced Statistics Forum
    Replies: 5
    Last Post: January 8th 2012, 07:29 AM
  2. Substitute suitable value of y to find 5^{1/3}
    Posted in the Calculus Forum
    Replies: 3
    Last Post: December 27th 2011, 09:22 PM
  3. Replies: 0
    Last Post: October 12th 2011, 01:18 PM
  4. Replies: 1
    Last Post: November 1st 2010, 02:30 PM
  5. Replies: 1
    Last Post: August 13th 2008, 06:55 PM

Search Tags


/mathhelpforum @mathhelpforum