Distribution Fitting Software & Articles
Distribution Fitting - What Parameter Estimation Methods Are Used in EasyFit?
EasyFit uses different parameter estimation methods for different probability distributions. Below is the list of supported distributions and methods used (numbers in brackets indicate the number of distribution parameters):
| Distribution Name | Parameter Estimation Method |
|---|---|
Beta | Maximum likelihood method |
Burr | Maximum likelihood method |
Cauchy | Maximum likelihood method |
Chi-Squared (1P) | Method of moments |
Chi-Squared (2P) | Maximum likelihood method |
Dagum | Maximum likelihood method |
Erlang (2P) | Method of moments |
Erlang (3P) | Maximum likelihood method |
Error | Maximum likelihood method |
Error Function | Method of moments |
Exponential (1P) | Method of moments |
Exponential (2P) | Maximum likelihood method |
Fatigue Life (2P) | Maximum likelihood method |
Fatigue Life (3P) | Maximum likelihood method |
Frechet (2P) | Least squares method |
Frechet (3P) | Maximum likelihood method |
Gamma (2P) | Method of moments |
Gamma (3P) | Maximum likelihood method |
Generalized Gamma | Maximum likelihood method |
Generalized Extreme Value | Method of L-moments |
Generalized Logistic | Method of L-moments |
Generalized Pareto | Method of L-moments |
Gumbel Max/Min | Method of moments |
Hyperbolic Secant | Method of moments |
Inverse Gaussian (2P) | Method of moments |
Inverse Gaussian (3P) | Maximum likelihood method |
Johnson SB | Method of moments |
Johnson SU | Method of moments |
Kumaraswamy | Maximum likelihood method |
Laplace | Method of moments |
Levy | Maximum likelihood method |
Logistic | Method of moments |
Log-Gamma | Method of moments |
Log-Logistic (2P) | Least squares method |
Log-Logistic (3P) | Maximum likelihood method |
Log-Pearson 3 | Method of moments |
Lognormal (2P) | Maximum likelihood method |
Lognormal (3P) | Maximum likelihood method |
Nakagami | Method of moments |
Normal | Maximum likelihood method |
Pareto | Maximum likelihood method |
Pareto 2 | Maximum likelihood method |
Pearson 5 | Maximum likelihood method |
Pearson 6 | Maximum likelihood method |
Pert | Maximum likelihood method |
Phased Bi-Exponential | Least squares method |
Phased Bi-Weibull | Least squares method |
Power Function | Maximum likelihood method |
Rayleigh (1P) | Method of moments |
Rayleigh (2P) | Maximum likelihood method |
Reciprocal | Maximum likelihood method |
Rice | Maximum likelihood method |
Student's t | Method of moments |
Triangular | Maximum likelihood method |
Uniform | Method of moments |
Wakeby | Method of L-moments |
Weibull (2P) | Least squares method |
Weibull (3P) | Maximum likelihood method |
