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Knowledge Base » SigmaXL Toolbox

What Distribution Best Fits a Single Variable Data Set

on January 01, 2012

I have a single variable data set in Excel. How do I determine what distribution best fits the data?

SigmaXL Version 6 includes powerful tools to deal with nonnormal data.

Specific to the question, we have a Distribution Fitting option that allows you to do any of the following:

·  Specify a distribution or transformation:

  • Based on theory or process knowledge
  • Supported Distributions: Normal, Half-Normal, Lognormal (2 & 3 parameter), Exponential (1 & 2 parameter), Weibull (2 & 3 parameter), Beta (2 & 4 parameter), Gamma (2 & 3 parameter), Logistic, Loglogistic (2 & 3 parameter), Largest Extreme Value, Smallest Extreme Value
  • Supported Transformations: Box-Cox Power, Johnson Family
  • Note that we use Anderson Darling (AD) Goodness of Fit rather than Chi-Square. AD is a more powerful test than Chi-Square.

·  Automatic Best Fit:

  • All of the above transformations and distributions (that are valid for the data) are applied and SigmaXL selects the best based on the AD p-value estimate.

·  All Distributions:

  • All valid distributions and transformations reported with histograms, curve fit and probability plots sorted by AD p-value

·  Process Capability Indices and Control Charts are also available.

The SigmaXL Workbook gives more information on this topic.

Statistical details are given in the appendix of the SigmaXL Workbook.

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