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. | t**********w
发帖数: 478 | 2 two variables, two equations, give you the closed form solution.
data mean offers an equation,
stdev,same as variance, gives you another equation.
two variables, shape and scale.
Am I missing anything? | m******t
发帖数: 273 | 3 I have tried this, but the QQ plot result is very bad.
I know this calculation if it is gamma.
But, It is truncated gamma.
Thanks !
【在 t**********w 的大作中提到】
: two variables, two equations, give you the closed form solution.
: data mean offers an equation,
: stdev,same as variance, gives you another equation.
: two variables, shape and scale.
: Am I missing anything?
| t**********w
发帖数: 478 | 4 Then use the probability density function to calculate the conditional mean
and variance, provided you know where it is truncated at.
You should be able to obtain the truncated point through plotting, right?
【在 m******t 的大作中提到】
: I have tried this, but the QQ plot result is very bad.
: I know this calculation if it is gamma.
: But, It is truncated gamma.
: Thanks !
| m******t
发帖数: 273 | 5 We know the truncated point.
But, how to use the probability density function to calculate the
conditional mean and std. dev. ?
We do not know the pdf of truncated gamma distribution.
Any help would be apprecitaed.
Thanks !
mean
【在 t**********w 的大作中提到】
: Then use the probability density function to calculate the conditional mean
: and variance, provided you know where it is truncated at.
: You should be able to obtain the truncated point through plotting, right?
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