Re: Goodness of fit measures for a distribution


"Glen" <glenbarnett@xxxxxxxxxxxxx> wrote in message
> I suspect that you actually have no need for a "best" fit at all.
> Perhaps you should think more carefully about what it is you
> ultimately wish to achieve.
>
> Glen

Hi,

what I am trying to do is to determine which univariate model is the most
appropriate and valid for my data. Of course such a requirement can be
interpreted in many ways.

Since I am not really a statistician, I thought of using goodness of fit
measures and graphical interpretations to accomplish the above requirement.
I guess this comes from the analogous example of curve fitting, where given
some data you can fit a parametric model to it that minimises some error
metric and best describes the behaviour of the data.

If you know of a more appropriate way please let me know.

V.Z.


.

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