DISTRIBUTION FITTER

Tenokonda Distribution Fitter returns the most likely distribution from a set of input observations.

Features

  • Ranking of most likely distributions from over 30 different distributions

  • Handles lower/upper bound truncated distributions

  • Choice of goodness of fit measures

  • Flexible constraints handling on any parameters

  • Specific penalty weight setting

References

[1]  H. Cramér, "Mathematical methods of statistics" , Princeton Univ. Press (1946)

[2]  Claeskens, G.; Hjort, N. L. (2008), Model Selection and Model Averaging, Cambridge University Press

[3]  Huber-Carol, C.; Balakrishnan, N.; Nikulin, M. S.; Mesbah, M., eds. (2002), Goodness-of-Fit Tests and Model Validity, Springer

[4]  Cressie, N. and Read, T. R. C., “Multinomial Goodness-of-Fit Tests”, J. Royal Stat. Soc. Series B, Vol. 46, No. 3 (1984), pp. 440-464.

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