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#1
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distribution curve
Hi,
I have the strandard deviation, mean and skew of a curve and I wish to draw the curve. Is there a function to do this or do I have to write one. Where can I find a function if someone else has already done so. Thanks MarkS |
#2
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distribution curve
You do not have enough information to uniquely define a distribution.
Jerry mark scholes wrote: Hi, I have the strandard deviation, mean and skew of a curve and I wish to draw the curve. Is there a function to do this or do I have to write one. Where can I find a function if someone else has already done so. Thanks MarkS |
#3
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distribution curve
What more information do I need
MarkS -----Original Message----- You do not have enough information to uniquely define a distribution. Jerry mark scholes wrote: Hi, I have the strandard deviation, mean and skew of a curve and I wish to draw the curve. Is there a function to do this or do I have to write one. Where can I find a function if someone else has already done so. Thanks MarkS . |
#4
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distribution curve
"mark scholes" wrote...
What more information do I need You either need to assume a functional form or you need a bunch of data points to fit to likely functional forms, then select the 'best' one ('best' is a loaded term in this instance). The problem is that having mean, standard deviation and skewness is sufficient to indentify a particular member of a 3-parameter family of distributions, e.g., the Burr distribution, or an arbitrarily shifted member of a 2-parameter family of distributions, but it's not sufficient to select which distribution family to use. |
#5
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distribution curve
If you are willing to assume that higher order cumulants are zero (or
nearly so), then you could use the Edgeworth expansion (equations 26.2.47 and 26.2.48 from Abramowitz and Stegun's Handbook of Mathematical Functions, National Bureau of Standards and later Dover paperbacks, with various printing years from 1964 into the 1970's) Jerry mark scholes wrote: What more information do I need MarkS -----Original Message----- You do not have enough information to uniquely define a distribution. Jerry mark scholes wrote: Hi, I have the strandard deviation, mean and skew of a curve and I wish to draw the curve. Is there a function to do this or do I have to write one. Where can I find a function if someone else has already done so. Thanks MarkS . |
#6
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distribution curve
Do you have access to the original data? If so, you can toss the
summary stats, using the original data's empirical cumulative as the best (MLE) proximal to the "true" distribution, sans additional assumptions. Good luck. Perhaps the person who posed this to the OP has a string prior as to which family this belongs. HTH Dave Braden In article , "mark scholes" wrote: Hi, I have the strandard deviation, mean and skew of a curve and I wish to draw the curve. Is there a function to do this or do I have to write one. Where can I find a function if someone else has already done so. Thanks MarkS -- (ROT13) |
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