Distribution fitting

Distribution fitting is part of:

  • Pro Core statistical software

  • System configuration

    • Windows:
      • Versions: 9x/Me/NT/2000/XP/Vista/Win 7
      • Excel: 97 and later
      • Processor: 32 or 64 bits
      • Hard disk: 150 Mb
    • Mac OS X:
      • OS: OS X
      • Excel: X, 2004 and 2011
      • Hard disk: 150Mb.

Benefits

  • Easy and user-friendly
    Easy and user-friendly XLSTAT is flawlessly integrated with Microsoft Excel which is the most popular spreadsheet worldwide. This integration makes it one of the simplest available tools to work with as it utilizes the same philosophy as Microsoft Excel. The program is accessible in a dedicated XLSTAT tab. The analyses are grouped into functional menus. The dialog boxes are user-friendly and setting up an analysis is straightforward.
  • Data and results shared seamlessly
    Data and results shared seamlessly One of the greatest advantages of XLSTAT is the way you can share data and results seamlessly. As the results are stored in Microsoft Excel, anyone can access them. There is no need for the receiver to have an XLSTAT license or any additional viewer which makes your team-work easier and more affordable. In addition, results are easily integrable into other Microsoft Office software such as PowerPoint, so that you can create striking presentation in minutes.
  • Modular
    Modular XLSTAT is a modular product. XLSTAT-Pro is a core statistical module of XLSTAT which includes all the mainstream functionalities in statistics and multivariate analysis. More advanced features contained in add-on modules can be added for specific applications. This way you can adapt the software to your needs making the software more cost-efficient.
  • Didactic
    Didactic The results of XLSTAT are organized by analysis and are easy to navigate. Moreover useful information is provided along with the results to assist you in your interpretation.
  • Affordable
    Affordable XLSTAT is a complete and modular analytical solution that can suit any analytical business needs. It is very reasonably priced so that the return of your investment is almost immediate. Any XLSTAT license comes with top level support and assistance.
  • Accessible - Available in many languages
    Accessible - Available in many languages We have ensured XLSTAT is accessible to everyone by making the program available in many languages, including Chinese, English, French, German, Italian, Japanese, Polish, Portuguese and Spanish.
  • Automatable and customizable
    Automatable and customizable Most of the statistical functions available in XLSTAT can be called directly from the Visual Basic window of Microsoft Excel. They can be modified and integrated to more code to fit to the specificity of your domain. Adding tables and plots as well as modifying existing outputs becomes easy. Furthermore, XLSTAT includes some special tools on the dialog boxes to generate automatically the VBA code in order to reproduce your analysis using the VBA editor or to simply load pre-set settings. This effortless automation of routine analysis will be a huge time saver on your part.

Principles of distribution fitting

Fitting a distribution to a data sample consists, once the type of distribution has been chosen, in estimating the parameters of the distribution so that the sample is the most likely possible (as regards the maximum likelihood) or that at least certain statistics of the sample (mean, variance for example) correspond as closely as possible to those of the distribution.

Fitting methods used in XLSTAT

XLSTAT offers two fitting methods:

Moments for distribution fitting

This simple method uses the definition of the moments of the distribution as a function of the parameters to determine the latter. For most distributions, the use of the mean and the variance is sufficient. However, for certain distributions, the mean suffices (for example Poisson's distribution), or, if not, the asymmetry coefficient is also required (Weibull's distribution for example).

Maximum of Likelihood for fitting a distribution

The parameters of the distribution are estimated by maximizing the likelihood of the sample. This method, more complex, has the advantage of rigor for all distributions and enables approximate standard deviations to be obtained for parameter estimators. The maximum likelihood method is offered for the negative binomial type II distribution, Fisher-Tippett distribution, GEV distribution and Weibull distribution.

Available fitting distribution in XLSTAT

XLSTAT provides the following distributions:

Beta, Binomial, Negative binomial, Chi-square, Erlang, Exponential, Fisher, Fisher-Tippett, Gamma, GEV, Gumbel, Lognormal, Normal, Pareto, Poisson, Student, Uniform, Weibull.

Test for the goodness of fit

Once the parameters for the chosen distribution have been estimated, the hypothesis must be tested in order to check if the phenomenon observed through the sample follows the distribution in question.

XLSTAT offers two goodness of fit tests:

Results for distribution fitting in XLSTAT

Tutorials

Screenshots