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Re: st: Selection of distribution


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Selection of distribution
Date   Mon, 27 Aug 2012 22:15:45 +0100

Your general question invites discussion on what you mean by "best
fit" and indeed whether you have in mind that a program should
consider different families of distribution.

For your example, -gammafit- (SSC) uses maximum likelihood as a
criterion and has been available for several years. -findit gamma-
would have pointed to this program.

Nick

On Mon, Aug 27, 2012 at 10:02 PM, Paul Millar <paulmi@nipissingu.ca> wrote:

> Are there any commands that, given a variable with empirical values,
> will select the distribution which best fits those values?  For the
> gamma distribution (for example) is there a program (user-written or
> otherwise) that will tell me which parameters of a density function
> will best fit the data?
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