A Data Science Central Community
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 ...
Comment
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?
My area of research is credit risk modeling..and my doubt is just a basic...how to identify the distribution pattern...
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.
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.
© 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
Most Popular Content on DSC
To not miss this type of content in the future, subscribe to our newsletter.
Other popular resources
Archives: 2008-2014 | 2015-2016 | 2017-2019 | Book 1 | Book 2 | More
Most popular articles
You need to be a member of AnalyticBridge to add comments!
Join AnalyticBridge