Re: Least Squares solution for fitting beta distribution to empirical distrbution

clemenr_at_wmin.ac.uk
Date: 02/23/05 

Date: 23 Feb 2005 04:09:10 -0800

Ahhh.... For some reason I was thinking that my application (a list of
objects with associated probabilities of coming up success or failure
when selected in an experiment) didn't allow me to use the standard
parameter estimates of the beta distribution. After reading your reply,
I must admit that I don't know why I was thinking that. After all, if I
get R to generate 1000 numbers randomly generated from a beta
distribution (a=0, b=1), then I get a whole lot of numbers between 0
and 1, which is what my data is. I'm familiar with parameter
estimation for Beta, as I was playing around with self-written
functions in R last night, generating random samples from a Beta
distribution, then estimating the parameters of the original
distribution from it.

So, the only real comment I can make in followup to your message is
"D'oh!"

A pity in a way, as I was looking forward to the challenge of trying to
solve it.

Thanks,

Ross-c

Relevant Pages

  • Re: Help with multivariate distribution
    ... distribution which you work on. ... beta, X has to be between 0 and 1, and of those, how do you ... has NO RELEVANCE to the subject of "classification" nor do they ... I may mix two metals to make Gold out of it as a result. ...
    (sci.stat.math)
  • Re: Help with multivariate distribution
    ... distribution which you work on. ... beta, X has to be between 0 and 1, and of those, how do you ... has NO RELEVANCE to the subject of "classification" nor do they ... I may mix two metals to make Gold out of it as a result. ...
    (sci.stat.math)
  • Anyone found an Elementary Bayesian Book yet?
    ... Bayesian text that give the RECIPE on how ... to update a Beta prior with the Binomial likelihood function ... distribution which would immediately show that the ... -- Reef Fish Bob. ...
    (sci.stat.math)
  • Re: how to estimate the parameter of a scaled exponential distribution?
    ... zl2k wrote: ... So you cannot distinguish between k and beta - they are both scale ... the distribution of x themself does not match exponential distribution ... Basically, if you let beta be a free parameter, then it's simply a scale parameter - you can measure x in inches or light years, and the distribution looks the same. ...
    (sci.stat.math)
  • Re: Help with multivariate distribution
    ... distribution which you work on. ... The KS test only looks at the empirical cdf of the distribution. ... beta, X has to be between 0 and 1, and of those, how do you ... I can fit a beta pdf to a histogram of the data using optimisation ...
    (sci.stat.math)