Quantifying fit of data to distribution

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Arvind Ganesh
Arvind Ganesh 2018-10-8
回答： Jeff Miller 2018-10-9
I have a vector of data and want to see which distribution fits it best. I can fitdist to find the parameters of the closest fit, to a particular distribution. But after that, how do I compare the fit from two different distributions and see which is a better fit?

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Jeff Miller
Jeff Miller 2018-10-9
You can do it visually like this: documentation. Alternatively, try fitmethis on FileExchange. I think it computes the likelihood of the data under each fitted distribution and indicates the one under which the data have the highest likelihood.

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