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Probability distribution fitting information


Probability distribution fitting or simply distribution fitting is the fitting of a probability distribution to a series of data concerning the repeated measurement of a variable phenomenon. The aim of distribution fitting is to predict the probability or to forecast the frequency of occurrence of the magnitude of the phenomenon in a certain interval.

There are many probability distributions (see list of probability distributions) of which some can be fitted more closely to the observed frequency of the data than others, depending on the characteristics of the phenomenon and of the distribution. The distribution giving a close fit is supposed to lead to good predictions. In distribution fitting, therefore, one needs to select a distribution that suits the data well.

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Probability distribution fitting

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Probability distribution fitting or simply distribution fitting is the fitting of a probability distribution to a series of data concerning the repeated...

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Probability distribution

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In probability theory and statistics, a probability distribution is the mathematical function that gives the probabilities of occurrence of different...

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Normal distribution

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In probability theory and statistics, a normal distribution or Gaussian distribution is a type of continuous probability distribution for a real-valued...

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Pareto distribution

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Pareto distribution, named after the Italian civil engineer, economist, and sociologist Vilfredo Pareto, is a power-law probability distribution that is...

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Laplace distribution

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In probability theory and statistics, the Laplace distribution is a continuous probability distribution named after Pierre-Simon Laplace. It is also sometimes...

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Beta distribution

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In probability theory and statistics, the beta distribution is a family of continuous probability distributions defined on the interval [0, 1] or (0, 1)...

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Maximum likelihood estimation

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estimation (MLE) is a method of estimating the parameters of an assumed probability distribution, given some observed data. This is achieved by maximizing a likelihood...

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Cauchy distribution

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The Cauchy distribution, named after Augustin Cauchy, is a continuous probability distribution. It is also known, especially among physicists, as the...

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Exponential distribution

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In probability theory and statistics, the exponential distribution or negative exponential distribution is the probability distribution of the distance...

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Cumulative distribution function

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In probability theory and statistics, the cumulative distribution function (CDF) of a real-valued random variable X {\displaystyle X} , or just distribution...

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Gumbel distribution

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In probability theory and statistics, the Gumbel distribution (also known as the type-I generalized extreme value distribution) is used to model the distribution...

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Curve fitting

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Line fitting Linear interpolation Mathematical model Multi expression programming Nonlinear regression Overfitting Plane curve Probability distribution fitting...

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Generalized extreme value distribution

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In probability theory and statistics, the generalized extreme value (GEV) distribution is a family of continuous probability distributions developed within...

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Overdispersion

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often encountered when fitting very simple parametric models, such as those based on the Poisson distribution. The Poisson distribution has one free parameter...

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Weibull distribution

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In probability theory and statistics, the Weibull distribution /ˈwaɪbʊl/ is a continuous probability distribution. It models a broad range of random variables...

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Multimodal distribution

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statistics, a multimodal distribution is a probability distribution with more than one mode (i.e., more than one local peak of the distribution). These appear as...

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Compound Poisson distribution

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In probability theory, a compound Poisson distribution is the probability distribution of the sum of a number of independent identically-distributed random...

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Logistic distribution

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In probability theory and statistics, the logistic distribution is a continuous probability distribution. Its cumulative distribution function is the logistic...

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Gompertz distribution

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In probability and statistics, the Gompertz distribution is a continuous probability distribution, named after Benjamin Gompertz. The Gompertz distribution...

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CumFreq

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cumulative frequency analysis of a single variable and for probability distribution fitting. Originally the method was developed for the analysis of hydrological...

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Metalog distribution

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distributions can be useful typically involve fitting empirical data, simulated data, or expert-elicited quantiles to smooth, continuous probability distributions...

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Density estimation

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embedding of distributions Generative model Application of Order Statistics: Non-parametric Density Estimation Probability distribution fitting Alberto Bernacchia...

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Empirical likelihood

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In probability theory and statistics, empirical likelihood (EL) is a nonparametric method for estimating the parameters of statistical models. It requires...

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Hyperexponential distribution

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In probability theory, a hyperexponential distribution is a continuous probability distribution whose probability density function of the random variable...

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Maximum spacing estimation

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of the cumulative distribution function at neighbouring data points. The concept underlying the method is based on the probability integral transform...

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