# testing for a distribution of probability

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## testing for a distribution of probability

 Hello! I have several variables. Each of them has a different distribution. I was thinking to use a Generalized Linear Model, glm(), but I need to introduce the family. Do you know if R has any tests for matching data to any distribution ( I am aware of shapiro.test). All the best, -- BAS         [[alternative HTML version deleted]] ______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide http://www.R-project.org/posting-guide.htmland provide commented, minimal, self-contained, reproducible code.
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## Re: testing for a distribution of probability

 All the distribution tests are rule out tests, i.e. they can tell you if your data does not match a given distribution, but they can never tell you that the data does come from a specific distribution. Note also that the results of any of these studies may not be that useful, for small sample sizes it is more important to rule out a given distribution, but unless there is a huge difference you won't have much power to do this.  For large sample sizes it is less important because using a close distribution will generally give you robust results, but you will have power to detect small, meaningless differences.  So often your choice is between a meaningless answer to a meaningful question or a meaningful answer to a meaningless question. What is more important and a better approach is to understand the science behind the process that generated the data and use that knowledge to find a distribution that is reasonable (even if not exact) or to use techniques that make fewer assumptions about the distribution if you cannot find something close enough to be reasonable (e.g. bootstrap, permutation, other non-parametric, simulations to determine cut-off values). On Tue, Feb 14, 2012 at 4:21 AM, Bianca A Santini <[hidden email]> wrote: > Hello! > I have several variables. Each of them has a different distribution. I was > thinking to use a Generalized Linear Model, glm(), but I need to introduce > the family. Do you know if R has any tests for matching data to any > distribution ( I am aware of shapiro.test). > > All the best, > > > -- > BAS > >        [[alternative HTML version deleted]] > > ______________________________________________ > [hidden email] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html> and provide commented, minimal, self-contained, reproducible code. -- Gregory (Greg) L. Snow Ph.D. [hidden email] ______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide http://www.R-project.org/posting-guide.htmland provide commented, minimal, self-contained, reproducible code.