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. : : ).
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