Drexel dragonThe Math ForumDonate to the Math Forum



Search All of the Math Forum:

Views expressed in these public forums are not endorsed by Drexel University or The Math Forum.


Math Forum » Discussions » sci.math.* » sci.stat.math.independent

Topic: probability density function identification
Replies: 9   Last Post: May 25, 2013 5:27 AM

Advanced Search

Back to Topic List Back to Topic List Jump to Tree View Jump to Tree View   Messages: [ Previous | Next ]
David Jones

Posts: 62
Registered: 2/9/12
Re: probability density function identification
Posted: May 25, 2013 5:27 AM
  Click to see the message monospaced in plain text Plain Text   Click to reply to this topic Reply



"Ray Koopman" wrote in message
news:687ffa75-cc0e-486e-a258-7f83227d317b@vy4g2000pbc.googlegroups.com...

On May 24, 2:50 pm, "David Jones" <dajh...@hotmail.co.uk> wrote:
> "Ray Koopman" wrote in message
>
> news:de591757-e9da-4a24-baaa-97d3f307c31b@li6g2000pbb.googlegroups.com...
>
> I took the OP's question to be: using using only two sets of 20,000
> means of 50, one set from each of the two distributions, could we say
> which set used which distribution? My conclusion is that we could be
> reasonably confident that the set with the algebraically lower skew
> used Beta.
> ===============================================================
>
> I think the OP's question was:
> using only one set of 20,000 means of 50, decide which of the two
> distributions was the original.
>
> David Jones


OP: "... my question is whether it is possible to examine the vectors
RandBeta and RandUnif (without knowing which is which) and determine
which was generated from the Beta pdf and which form the Uniform pdf?"

====================================

I was going by the initial statement of the problem by the OP: "I have a
question on trying to reverse engineer the probability density function from
which a set of numbers were generated", which seemed to imply that there was
a single set of results (from a computer program?) and an unknown mechanism
by which they had been generated. That seems to me to be the actual dataset
to be analysed. Then, separately, there are sets of simulated data based on
known distributions ... and these can be used to help the analysis. So the
OP may have confused the question to be answered by describing an attempt to
answer it.

David Jones




Point your RSS reader here for a feed of the latest messages in this topic.

[Privacy Policy] [Terms of Use]

© Drexel University 1994-2014. All Rights Reserved.
The Math Forum is a research and educational enterprise of the Drexel University School of Education.