Subscribe to DSC Newsletter

Hi All,

Could anyone please explain me that how to identify the distribution pattern of a variable...Lets suppose we have a data set and we want to know the distribution pattern (e.g - binomial , gama or any other distribution pattern) of a particular variable ...

Views: 221

Comment

You need to be a member of AnalyticBridge to add comments!

Join AnalyticBridge

Comment by Sandeep Kumar Srivastava on June 25, 2012 at 1:00am

For example, we have a variable temp and data is given below. With this data how can we know the variable temp follow which distribution on SAS  ?

Temp

.996

.992

.982

.986

.98

.982

.992

1.02

.999

1.038

.988

.982

1.006

.99

.99

1.02

1.014

1.004

.99

.986

1.01

1.02

1.002

.988

.99

.986

.986

Anyone please explain me..how we can identify the pattern of variable temp on SAS?

Comment by Sandeep Kumar Srivastava on June 25, 2012 at 12:49am

My area of research is credit risk modeling..and my doubt is just a basic...how to identify the distribution pattern...

Comment by Sean Flanigan on June 20, 2012 at 9:29am

What is your applied area of research? I know Gamma is hot in institutional credit risk, so if that is your play, please give a heads up.

Comment by Vincent Granville on June 20, 2012 at 9:10am

Chi-square, GOF (goodness-of-fit), Kolmogoroff-Smirnov test with target distributions. And for time series, correlogram analysis. Also do a Google search on copula.

On Data Science Central

© 2020   AnalyticBridge.com is a subsidiary and dedicated channel of Data Science Central LLC   Powered by

Badges  |  Report an Issue  |  Privacy Policy  |  Terms of Service