How Do You Fit a Distribution to Truncated Data for Extrapolation?

In summary: Can you help?In summary, if you have a set of data and you want to fit a distribution to it, but you need to remove all of the information below a certain value, you can use a gnuplot function to fit a distribution to the data.
  • #1
lagfish
4
0
Hi Math Experts,
I have a two part question:
Let's say I have a set of data and I want to fit a distribution to it, but I have to get rid of all the data below some threshold value, so that a large part of the left side of the histogram is cut off. How would I go about fitting a distribution to this data so that I can extrapolate for the missing parts? I have access to Matlab and whatever trial software is free.

Let's say that the data is from an experiment for some physical process, for which I don't know which distribution function best models it. Do I just pick the one with the best fit? Or is there some sort of standard function that mathematicians use?

Thanks!
 
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  • #2
Hi,
If you know the theory (math) of the physical process you can fit your data.
For example many spectroscopic data are usually fitted using Lorentzian or Gaussian or Voigt functions. Do you want to fit some part of your experimental data ? Then you can use gnuplot by fixing the fit range for x-axis, i mean the part of the x-data you are interested in. What is your data/experiment you want to fit.
 
  • #3
Thanks for the reply.
I'm not sure if what you're describing is what I want to do, so I've attached a picture:
O6uudl.jpg


Let's say I have to remove the information on all the white portions, and I want to end up with a distribution function close to the purple - is this possible?

The experiment I want to fit is there is a cylindrical container with two balls inside that I am shaking in a regular repeated pattern. The data is all of the normal velocities of the balls when they hit one end of the container. I've looked up a few functions and couldn't find any that would model this process.
 

Related to How Do You Fit a Distribution to Truncated Data for Extrapolation?

1. What is a distribution fitting question?

A distribution fitting question is a statistical analysis method used to determine the probability distribution that best fits a given set of data. This involves comparing the data to various probability distributions and selecting the one that provides the best fit.

2. Why is distribution fitting important?

Distribution fitting is important because it allows us to better understand and describe a dataset. By identifying the underlying distribution, we can make more accurate predictions and draw meaningful conclusions about the data.

3. How is distribution fitting performed?

Distribution fitting is typically performed using statistical software or programming languages such as R, Python, or Matlab. These tools have built-in functions that can automatically fit various distributions to a given dataset and provide measures of goodness of fit.

4. What are some common probability distributions used in distribution fitting?

Some common probability distributions used in distribution fitting include the normal distribution, the exponential distribution, the Poisson distribution, and the log-normal distribution. The choice of distribution depends on the type of data and the research question being addressed.

5. Can distribution fitting be used for non-numerical data?

No, distribution fitting is typically used for numerical data. However, there are some techniques for fitting distributions to non-numerical data, such as the chi-square test for categorical data or the Kolmogorov-Smirnov test for ordinal data.

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