Re: (statistics)how to make date more like Laplacian distribution?

"Tom Lane" <[EMAIL PROTECTED]> wrote in message
news:[EMAIL PROTECTED]
> "walala" <[EMAIL PROTECTED]> wrote in message
> news:[EMAIL PROTECTED]
> > If I already know a prior that my data distribution should follow the
> shape
> > of Laplacian distribution... the data obtained from measurement is of
> course
> > a little off(not very symmtrical), how can I make the measured data more
> > Laplacian distribution like(make it at least a little more symmtrical)?
>
> Walala, others have already responded that it's unusual to modify data to
> fit a distribution.  However, it is common to fit a distribution to data.
> That distribution may be a "more symmetric" model for the process that
> generated the data.  You'd probably also want to test your assumption that
> this is a good fit, either informally (maybe with a graph) or formally
(with
> a hypothesis test).  Could it be that you really want information about
how
> to fit a Laplace distribution?
>
> Here's a bit of MATLAB code that generates some normal data and fits a
> Laplace distribution to it, then compares a histogram of the data to the
> re-scaled Laplace density, which is symmetric.
>
> % Generate normal data, just for example
> N = 50;
> x = 20 + 2*randn(N,1);
>
> % Fit the Laplace parameters
> mu = median(x);
> sig = mean(abs(x-mu));
>
> % Compare a histogram to the fitted distribution
> hist(x,floor(min(x)):ceil(max(x)))
> xlim = get(gca,'xlim');
> xx = linspace(xlim(1),xlim(2),200);
> yy = N *  exp(-abs( (xx-mu)/sig ))/(2*sig);
> hold on; plot(xx,yy,'r-'); hold off
>
> -- Tom
>
>

Thanks a lot, Tom!

The matlab code did really help a lot! Having been doing C programming for
10+ years I now completely rely on Matlab to do my work...

By the way, the code is for fitting a Laplician to data and get the
parameters from the data; do you have code for shaping data to this Laplican
distribution? I just want to see you have this then I don't need to get the
statistics book to dig into... :=)

Rgs,

-Walala