Fitting Distributions and Computing Probabilities - Objectives

04/08/2000

Click here to start

Table of Contents

Fitting Distributions and Computing Probabilities - Objectives

Probability distributions (review)

Probability distributions (review)

Why do we need to know this?

Approaches to fitting probability distributions

Process of fitting distributions

Transformations (review)

Particular distributions

Approach to discussion particular distributions

Normal (Gaussian) distribution

Normal (Gaussian) distribution (continued)

Log Normal (2 and 3 parameter) distribution

Log Normal distribution (continued)

Log Normal distribution (continued)

Exponential distribution

Exponential distribution (continued)

Gamma distribution

Gamma distribution (continued)

Log Pearson Type III distribution

Log Pearson Type III distribution (continued)

Gumbel (Extreme value type I) distribution

Gumbel (Extreme value type I) distribution (continued)

Weibull (Extreme value type III) distribution

Sampling distributions

Parameter estimation methods

Method of Moments

Maximum likelihood method

Graphical methods

Probability plots

Probability plots (cont.)

Creating probability plots

Estimating the probability, P

Determining the frequency factor, K(P)

Example: Probability plot

Review of Hypothesis testing

Goodness of fit methods

Chi squared test

Probability Plot correlation test

Anderson-Darling test

Calculating probabilities

Special topics

Estimating parameters and probabilities of censored data

Method detection limit (MDL)

USEPA definition

USEPA method

Pooled sample variance

Variance ratio test

Estimating parameters for data below the MDL

Better estimators for censored data

Winsorized mean and variance

Confidence interval for the mean

Maximum Likelihood Estimator

Parameter estimation using a probability plot

Monte Carlo Simulation

Generation of random numbers

Frequency analysis

Frequency factor approach

Author: Preferred Customer 

Email: roy@eas.pdx.edu

Home Page: http://www.ce.pdx.edu/~roy