Distribution Fitting for large scale data in Python

python
goodness_of_fit

#1

What is the best way to check the best fitting distribution of the data?
Are there any distribution fitting tools ?

I have a set of 12 files and I need to check the distribution of the data.I have checked tools like Minitab, where they have distribution fitting wrt to p values.
In python, the data can be fit into distributions if you have prior knowledge of what the data looks like.In my data set, I do not know the pattern and have to check all the distributions


#2

Hi @shruti.bothe

For goodness of fit test, statsmodels has stats module. Just like Minitab, chi square test can be performed in python as well using stats. There are various other tests also. You can refer this section which contains detailed explanation of each test.


#3

Hi @shruti.bothe

To check the best distribution you can consider values of Maximum likelihood or least square.