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Mathematics版 - find distribution paramters only by data mean and std. dev. (转载)
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进入Mathematics版参与讨论
1 (共1页)
m******t
发帖数: 273
1
【 以下文字转载自 Statistics 讨论区 】
发信人: myregmit (myregmit), 信区: Statistics
标 题: find distribution paramters only by data mean and std. dev.
发信站: BBS 未名空间站 (Mon Mar 17 17:14:15 2014, 美东)
I need to estimate a truncated gamma distribution paramters (shape , scale).
But, I only know the data mean and std. dev. I do not know the dat set.
Given the mean and std. dev. of a data set from a trucnated gamma
distribution, how to find shape and scale of the distribution parameters ?
I know MLE may be sueful for solving this problem. But, they depend on
knowing the whole data set.
Any help would be appreciated.
B****n
发帖数: 11290
2
You can express the mean the variance (or standard deviation) using the
shape and scale parameters.

).

【在 m******t 的大作中提到】
: 【 以下文字转载自 Statistics 讨论区 】
: 发信人: myregmit (myregmit), 信区: Statistics
: 标 题: find distribution paramters only by data mean and std. dev.
: 发信站: BBS 未名空间站 (Mon Mar 17 17:14:15 2014, 美东)
: I need to estimate a truncated gamma distribution paramters (shape , scale).
: But, I only know the data mean and std. dev. I do not know the dat set.
: Given the mean and std. dev. of a data set from a trucnated gamma
: distribution, how to find shape and scale of the distribution parameters ?
: I know MLE may be sueful for solving this problem. But, they depend on
: knowing the whole data set.

m******t
发帖数: 273
3
I know that the shape and scale can be calculated from meand and std. dev.
I have tried this, but the QQ plot result is very bad.
I know this calculation works if it is gamma.
But, It is truncated gamma.
Thanks !

【在 B****n 的大作中提到】
: You can express the mean the variance (or standard deviation) using the
: shape and scale parameters.
:
: ).

1 (共1页)
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