Hostname: page-component-8448b6f56d-jr42d Total loading time: 0 Render date: 2024-04-19T13:46:02.065Z Has data issue: false hasContentIssue false

Uncertainty inherent in empirical fitting of distributions to experimental data

Published online by Cambridge University Press:  06 March 2014

Get access

Abstract

Treatment of experimental data often entails fitting frequency functions, in order to draw inferences on the population underlying the sample at hand, and/or identify plausible mechanistic models. Several families of functions are currently resorted to, providing a broad range of forms; an overview is given in the light of historical developments, and some issues in identification and fitting procedure are considered. But for the case of fairly large, well behaved data sets, empirical identification of underlying distribution among a number of plausible candidates may turn out to be somehow arbitrary, entailing a substantial uncertainty component. A pragmatic approach to estimation of an approximate confidence region is proposed, based upon identification of a representative subset of distributions marginally compatible at a given level with the data at hand. A comprehensive confidence region is defined by the envelope of the subset of distributions considered, and indications are given to allow first order estimation of uncertainty component inherent in empirical distribution fitting.

Type
Research Article
Copyright
© EDP Sciences 2014

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

R.A. Johnson, Miller and Freund’s Probability and Statistics for Engineers, 5th edn. (Prentice-Hall, London, 1994)
Barbato, G., Barini, E.M., Genta, G., Levi, R., Features and performances of some outlier detection methods, J. Appl. Stat. 38, 21332149 (2011) CrossRefGoogle Scholar
V. Barnett, T. Lewis, Outliers in Statistical Data, 3rd edn. (John Wiley, Chichester, 1994)
H.A. David, Order Statistics, 2nd edn. (John Wiley, New York, 1981)
L.G. Johnson, Theory and Technique of Variation Research (Elsevier, Amsterdam, 1964)
G. Genta, Methods for Uncertainty Evaluation in Measurement (VDM, Saarbrücken, 2010)
JCGM 100:2008. Evaluation of measurement data – Guide to the expression of uncertainty in measurement (GUM), BIPM-JCGM, Sèvres
Barbato, G., Genta, G., Germak, A., Levi, R., Vicario, G., Treatment of experimental data with discordant observations: issues in empirical identification of distribution, Meas. Sci. Rev. 12, 133140 (2012) CrossRefGoogle Scholar
T.M. Porter, The Rise of Statistical Thinking 1820–1900 (Princeton University Press, Princeton, 1986)
L.A.J. Quetelet, Du système social et des lois qui le régissent (Guillaumin & C., Paris, 1848)
L.A.J. Quetelet, Physique sociale, ou essai sur le développement des facultés de l’homme (Muquardt, Bruxelles, 1869)
Galton, F., The geometric mean, in vital and social statistics, Proc. Roy. Soc. 29, 365367 (1879) CrossRefGoogle Scholar
McAlister, D., The Law of the Geometric Mean, Proc. Roy. Soc. 29, 367376 (1879) CrossRefGoogle Scholar
Limpert, E., Stahel, W.A., Abbt, M., Log-normal Distributions across the Sciences: Keys and Clues, BioScience 51, 341352 (2001) CrossRefGoogle Scholar
M. Abramowitz, I.A. Stegun, Handbook of Mathematical Functions, Applied Mathematics Series (National Bureau of Standards, Washington, 1964), Vol. 55
Weldon, W.F.R., On certain correlated Variations in Carcinus moenas, Proc. Roy. Soc. 54, 318329 (1893) CrossRefGoogle Scholar
Pearson, K., Contributions to the mathematical theory of evolution, Philos. Trans. Roy. Soc. Lond. Ser. A 185, 71110 (1894) CrossRefGoogle Scholar
Pearson, K., Mathematical contributions to the theory of evolution, XIX: Second supplement to a memoir on skew variation, Philos. Trans. Roy. Soc. Lond. Ser. A 216, 429457 (1916) CrossRefGoogle Scholar
J.K. Ord, Families of Frequency Distributions (Griffin, London, 1972)
W.P. Elderton, Frequency curves and correlation, 4th edn. (Cambridge University Press, Cambridge, 1953)
Rhind, A., Tables to facilitate the computation of the probable errors of the chief constants of skew frequency distributions, Biometrika 7, 127147 (1909) CrossRefGoogle Scholar
G.J. Hahn, S.S. Shapiro, Statistical Models in Engineering (John Wiley, New York, 1958)
Johnson, N.L., Nixon, E., Amos, D.E., Tables of percentage points of Pearson curves for given \hbox{$\surd \beta_{\mathrm{1}}$}β1, β 2, expressed in standard measure, Biometrika 50, 459471 (1963) Google Scholar
Podladchikova, O., Lefebvre, B., Krasnoselskikh, V., Podladchikov, V., Classification of probability densities on the basis of Pearson’s curves with application to coronal heating simulations, Nonlin. Process. Geophys. 10, 323333 (2003) CrossRefGoogle Scholar
Burr, I.W., Cumulative frequency functions, Ann. Math. Stat. 13, 215232 (1942) CrossRefGoogle Scholar
Rodriguez, R.N., A guide to Burr Type XII distributions, Biometrika 64, 129134 (1977) CrossRefGoogle Scholar
Wingo, D.R., Maximum Likelihood Methods for Fitting the Burr Type XII Distribution to Multiply (Progressively) Censored Life Test Data, Metrika 40, 201210 (1993) CrossRefGoogle Scholar
Edgeworth, F.Y., On the Representation of Statistics by Mathematical Formulae, Part I, J. Roy. Statist. Soc. 61, 670700 (1898) Google Scholar
Johnson, N.L., System of Frequency Curves Generated by Methods of Translation, Biometrika 36, 149178 (1949) CrossRefGoogle Scholar
DeBrota, D.J., Dittus, R.S., Roberts, S.D., Wilson, J.R., Visual interactive fitting of bounded Johnson distributions, Trans. Soc. Model. Simul. Int. – Simulation 52, 199205 (1989) CrossRefGoogle Scholar
Hill, J.D., Hill, R., Holder, R.L., Fitting Johnson Curves by Moments, Appl. Stat. 25, 190192 (1976) CrossRefGoogle Scholar
Wheeler, R.E., Quantile estimators of Johnson curve parameters, Biometrika 67, 725728 (1980) CrossRefGoogle Scholar
Swain, J.J., Venkatraman, S., Wilson, J.R., Least-Squares Estimation of Distribution Function in Johnson’s Translation System, J. Statist. Comput. Simul. 29, 271297 (1988) CrossRefGoogle Scholar
Bukaè, J., Fitting S B curves using symmetrical percentile points, Biometrika 59, 688690 (1972) Google Scholar
Mage, D.T., An Explicit Solution for S B Parameters Using Four Percentile Points, Technometrics 22, 247251 (1980) Google Scholar
Slifker, J.F., Shapiro, S.S., The Johnson System: Selection and Parameter Estimation, Technometrics 22, 239246 (1980) CrossRefGoogle Scholar
J.W. Tukey, The practical relationship between the common transformations of percentages of counts and of amounts, Technical Report. No. 36, Statistical Techniques Research Group (Princeton University, Princeton, 1960)
Filliben, J.J., The Probability Plot Correlation Coefficient Test for Normality, Technometrics 17, 111117 (1975) CrossRefGoogle Scholar
NIST/SEMATECH 2013. e-Handbook of Statistical Methods, http://www.itl.nist.gov/div898/handbook/
A. Tarsitano, Fitting the Generalized Lambda Distribution to Income Data. COMPSTAT 2004Proceedings in Computational Statistics 16th Symposium, Prague, 2004
Ramberg, J.S., Schmeiser, B.W., An approximate method for generating symmetric random variables, Commun. Assoc. Comput. Mach. 15, 987990 (1972) Google Scholar
Ramberg, J.S., Schmeiser, B.W., An approximate method for generating asymmetric random variables, Commun. Assoc. Comput. Mach. 17, 7882 (1974) Google Scholar
Pal, S., Evaluation of Non-normal Process Capability Indices using Generalized Lambda Distribution, Qual. Eng. 17, 7785 (2005) CrossRefGoogle Scholar
Silverman, B.W., Using Kernel Density Estimates to Investigate Multimodality, J. Roy. Statist. Soc. Ser. B 43, 9799 (1981) Google Scholar
Efron, B., Bootstrap methods: Another look at the jackknife, Ann. Statist. 7, 126 (1979) CrossRefGoogle Scholar
Schmitt, R., Fritz, P., Lose, J., Bootstrap approach for conformance assessment of measurement, Int. J. Metrol. Qual. Eng. 2, 1924 (2011) CrossRefGoogle Scholar
N.R. Draper, H. Smith, Applied Regression Analysis (John Wiley, New York, 1966)
Bookstein, F., Fitting conic sections to scattered data, Comput. Graph. Image Process. 9, 5671 (1987) CrossRefGoogle Scholar
O’Leary, P., Zsombor-Murray, P., Direct and specific least-square fitting of hyperbolae and ellipses, J. Electron. Imag. 13, 492503 (2004) Google Scholar
Youden, W.J., Enduring values, Technometrics 14, 111 (1972) CrossRefGoogle Scholar
DeGroot, M.H., A Conversation with George Box, Stat. Sci. 2, 239258 (1987) CrossRefGoogle Scholar
Tukey, J.W., The Future of Data Analysis, Ann. Math. Statist. 33, 147 (1962) CrossRefGoogle Scholar