Statistical comparison of the goodness of fit delivered by five families of distributions used in distribution fitting

Haim Shore, Fatina A'Wad

Research output: Contribution to journalArticlepeer-review

10 Scopus citations

Abstract

A basic assumption in distribution fitting is that a single family of distributions may deliver useful representation to the universe of available distributions. To date, little study has been conducted to compare the relative effectiveness of these families. In this article, five families are compared by fitting them to a sample of 20 distributions, using 2 fitting objectives: minimization of the L2 norm and four-moment matching. Values of L2 norm associated with the fitted families are used as input data to test for significant differences. The Pearson family and the RMM (Response Modeling Methodology) family significantly outperforms all other families.

Original languageEnglish
Pages (from-to)1707-1728
Number of pages22
JournalCommunications in Statistics - Theory and Methods
Volume39
Issue number10
DOIs
StatePublished - 1 Jun 2010

Keywords

  • ANOVA for single grouped repeated measures
  • Burr
  • Distributional distance indicators
  • GLD
  • Kullback-Leibler divergence
  • L norm
  • Moment-matching
  • Pearson
  • Response modeling methodology
  • Transformation

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