Re: Fiiting Distributions to data

[Frank E Harrell Jr <f.harrell@vanderbilt.edu>]

Pradeep John wrote:
> Dear Users,
>
> Could  you help me on the following querry.
>
> I have three columns of data points. I want to fit all the statistical
> distributions to these data points & would like to know which distribution
> best fits my data.
>
> I want to know how to proceed with that in S-Plus as i am a new user of
> S-Plus 7.0
>
> Any help on the above querry will be appreciated.
>
> Thanks & Regards
> John
> Statistician
That approach will result in a fitted cumulative distribution whose true 
precision equals that of the empirical cumulative distribution function. 
 In that case it's much easier just to use the ECDF to describe the data.
Frank Harrell