Batch Distribution Fitting
on December 23, 2015
1. Select Continuous or Discrete. Continuous distributions will be sorted in ascending order using the Anderson Darling goodness of fit statistic. Discrete distributions will be sorted with the Chi-Square goodness of fit statistic. P-Values and distribution parameter values are also reported for each distribution.
2. Check Exclude Threshold Distributions to run the batch distribution fit without estimation of distributions that have a Threshold parameter. The default is checked because it is much faster. Note, however, that if the data contains negative values then Threshold distributions will be included in the batch fit.
Tip: If Threshold distributions are included, and two candidate distributions with similar Anderson Darling statistic values are being considered, one with a Threshold and one without, choose the simpler model without the Threshold. For further details on Threshold distributions and estimation, see Appendix: Distribution Fitting – Threshold Distributions.
3. Select All Distributions or Automatic Best Fit. Automatic Best Fit will return the distribution with the lowest Anderson-Darling or Chi-Square statistic.
4. If distribution fitting has been performed, the Select Stored Distribution Fit option will become available in the Input Distribution dialog for selection of variable name(s) and stored distribution(s). The input distribution parameter values will automatically be populated.
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