"I think that my data are exponentially distributed, but how can I check?" I get asked that question a lot. Well, not specifically that question. Sometimes the question is about the normal, lognormal, or gamma distribution. A related question is "Which distribution does my data have," which was recently discussed
When I learn a new statistical technique, one of first things I do is to understand the limitations of the technique. This blog post shares some thoughts on modeling finite mixture models with the FMM procedure. What is a reasonable task for FMM? When are you asking too much? I
A popular use of SAS/IML software is to optimize functions of several variables. One statistical application of optimization is estimating parameters that optimize the maximum likelihood function. This post gives a simple example for maximum likelihood estimation (MLE): fitting a parametric density estimate to data. Which density curve fits the
