| Re: Doing chi square and/or lognormal fits to 1D data? [message #49470 is a reply to message #49405] |
Tue, 25 July 2006 19:28  |
swingnut
Messages: 30 Registered: September 2005
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Thanks for the info. Between the webpages for mpfit and PAN, the
documentation looked like it wouldn't work with "univariate data".
Yes, you are right, I wasn't particularly clear about what I was trying
to describe. I've been thinking about this for three days, and you just
can't reliably use (bin counts,bin centers/edges) as (x,y) and then
fit. The problem is that bin counts are entirely too sensitive to bin
width. See e.g,
http://arxiv.org/abs/physics/0605197
http://www.mathworks.com/products/statistics/demos.html?file =/products/demos/shipping/stats/cfitdfitdemo.html.
What I want to do is fit for the parameters of the probability
distribution that would reasonably represent a single column of data,
without any errors availalbe. I'm thinking that bootstrapping to get
error estimates is fine, since I have no idea how to generate them. (I
didn't do the original algorithm, and my advisor has literally no clue
about the statistics of it -- she drops numbers into a black box and
applies the standard rules of thumb to interpret the output from the
black box.) I'll keep cranking away til I figure it out.
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