[R] fitting a distribution to a ecdf plot

Bert Gunter gunter.berton at gene.com
Mon Nov 28 15:37:21 CET 2011


2 hypotheses:

1. Homework problem
2, extrapolation

Cheers,
Bert


On Mon, Nov 28, 2011 at 3:35 AM, Frank Harrell <f.harrell at vanderbilt.edu> wrote:
> Note that fitting to the ECDF will result in a distribution estimator that
> has the same mean squared error as the ECDF.  That makes it difficult to see
> the value of fitting.
> Frank
>
> Lathouri, Maria wrote
>>
>> Dear all,
>>
>> I need to plot an cumulative distribution plot of a variable and then to
>> fit a distribution to that, probably a weibull or lognormal.
>>
>> I have plotted the ecdf as
>>> plot(ecdf(x))
>>
>> but I haven't managed to fit the distribution. I have as well attached the
>> data.
>>
>> I would appreciate if you could help me on that.
>>
>> Thank you.
>>
>> Kind regards
>> Maria
>>
>> ______________________________________________
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>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide
>> http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>>
>
>
> -----
> Frank Harrell
> Department of Biostatistics, Vanderbilt University
> --
> View this message in context: http://r.789695.n4.nabble.com/fitting-a-distribution-to-a-ecdf-plot-tp3357015p4114902.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>



-- 

Bert Gunter
Genentech Nonclinical Biostatistics

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