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Quant版 - how to do data fitting to find distribution
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m******t
发帖数: 273
1
Hi,
I need to do data fitting to find the distribution of a given data.
I need to find the pdf funtion of the distribution.
I can use data fitting functions in matlab and python.
It looks like a truncated gamma.
But, how to find the paramters of the distribution ?
What if the data cannot fit the truncated gamma well ?
The QQ-plot (qunatile-quantile) show that it is not a good fit for truncated
gamma.
How to find the distribution parameters such as alpha (shape), beta (scale)
for the truncated gamma ?
If data fitting cannot work here, what other methods I can use for that ?
Any help would be appreciated.
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