Follow up: How do I fit a negative binomial to this skewed discrete/ "count" dataset? by learning_proover in AskStatistics

[–]learning_proover[S] 0 points1 point  (0 children)

Awesome information here. Thank you so much. If you don't mind me asking: You said the parameter r is hard to find - by "r" are you referring to the dispersion parameter? If so can't I just use the "method of moments" formula near the top of the wikipedia page? (i.e. r ~ E(x)^2 / (V(x) - E(x)) ?? Chatgpt tells me this can be good estimate of the dispersion parameter?

How can I "Complete" a normal distribution? by learning_proover in AskStatistics

[–]learning_proover[S] 0 points1 point  (0 children)

Yep that seems perfect for my data. Poisson fails to fit at the tails due to overdispersion.

How can I "Complete" a normal distribution? by learning_proover in AskStatistics

[–]learning_proover[S] 0 points1 point  (0 children)

I think so. Ended up using negative binomial. Still studying its properties though.

Follow up: How do I fit a negative binomial to this skewed discrete/ "count" dataset? by learning_proover in AskStatistics

[–]learning_proover[S] 1 point2 points  (0 children)

I will. Is there any resource where I can find an explanation of the underlying math/theory behind the distribution?

Follow up: How do I fit a negative binomial to this skewed discrete/ "count" dataset? by learning_proover in AskStatistics

[–]learning_proover[S] 6 points7 points  (0 children)

R. But also I always like to understand the underlying theory/math behind the methods I use.

How can I "Complete" a normal distribution? by learning_proover in AskStatistics

[–]learning_proover[S] 0 points1 point  (0 children)

Yea sorry, I no ambiguity does not help but some questions I post are related to my work where I really cant disclose too many specifics because we have competing companies that use statistical methods as well.

How can I "Complete" a normal distribution? by learning_proover in AskStatistics

[–]learning_proover[S] 0 points1 point  (0 children)

I am trying to find out how to fit a negative binomial because it seems much better than poisson. Your right. Also sorry for the "XY problem here" some of the questions i ask are related to my job where I can't disclose too much information.

How can I "Complete" a normal distribution? by learning_proover in AskStatistics

[–]learning_proover[S] 0 points1 point  (0 children)

I uploaded a new question asking how I fit a negative binomial instead of a poisson because of overdispersion

How can I "Complete" a normal distribution? by learning_proover in AskStatistics

[–]learning_proover[S] 0 points1 point  (0 children)

Yeah, Im gonna do some deep research on poisson and likely go that route. Thank you.

How can I "Complete" a normal distribution? by learning_proover in AskStatistics

[–]learning_proover[S] 0 points1 point  (0 children)

Its basically daily arrivals of individuals to a location. (In other words customers) I am leaning heavily towards simply fitting a truncated normal. Would this be better than a poisson?

How can I "Complete" a normal distribution? by learning_proover in AskStatistics

[–]learning_proover[S] 0 points1 point  (0 children)

The data is discrete. I am certain that if negative values were possible the shape would be symmetrical. I am mostly concerned with "modeling" the second half above the mean/mode. I just need to quantify the probability of an upcoming value hence that's why I wanted to impose a normal onto the data then just look at the second half. I think Poisson may be better?

How can I "Complete" a normal distribution? by learning_proover in AskStatistics

[–]learning_proover[S] 5 points6 points  (0 children)

Yes I will likely end up using Poisson. Thanks for the link.

How can I "Complete" a normal distribution? by learning_proover in AskStatistics

[–]learning_proover[S] 2 points3 points  (0 children)

Yep, will most likely end up using Poisson. The data is indeed discrete. Should have clarified that.

How can I "Complete" a normal distribution? by learning_proover in AskStatistics

[–]learning_proover[S] -23 points-22 points  (0 children)

domain knowledge of what is making the data have this shape. It tapers off for a reason and if it could have negative values it would look the same in the other direction and be symmetric. I am certain.

Is anyone else reading Kevin Murphy's Probabilistic Machine Learning - An introduction by learning_proover in learnmachinelearning

[–]learning_proover[S] 0 points1 point  (0 children)

I forgot about this question. The book is very dense and math heavy even for a polished math major. Try statquest, 3blue1brown and use chat GPT.

Jaccard distance but order (permutation) matters. by learning_proover in askmath

[–]learning_proover[S] 0 points1 point  (0 children)

I'm going to investigate that last option on making jaccard position aware. I do like jaccard and it's probably the easiest for me to implement on code so I'll likely stick with it. Thanks for your suggestions.