You can test the fit of many different continuous distributions to your data using the UNIVARIATE procedure in Base SAS®, the CAPABILITY procedure in SAS/QC® (see the distribution options in the various plotting statements of these procedures), the SEVERITY and HPSEVERITY procedures in SAS/ETS®, or the RELIABILITY procedure in SAS/QC.
The following lists the distribution families available and the procedures that can be used to estimate them:
Modeling procedures, such as SAS/STAT® procedures GENMOD, GLIMMIX, NLMIXED, and FMM, can also be used to estimate the parameters of specified distributions. See this note illustrating the use of GENMOD to estimate parameters of several distributions.
Kernel density estimation is also available for fitting distributions of unspecified or more general types such as multimodal distributions.
The SEVERITY and HPSEVERITY procedures can automatically fit all of its predefined distributions to the data and identify the best fitting distribution using several criteria such as AIC, BIC, and others.
The RELIABILITY procedure can estimate the parameters for the common life distributions when the data are complete, right censored, or interval censored.
For details, see these sections of procedure documentation:
To compare the distributions (of unspecified type) from two or more samples, use the EDF option in the NPAR1WAY procedure in SAS/STAT.
You can use features in the FREQ procedure to test the fit of many discrete distributions. Use the TABLES statement to specify a one-way table of observed frequencies or probabilities. In the TABLES statement, specify the CHISQ option to request a Pearson chi-square test of fit, and the TESTF= or TESTP= option to specify the expected frequencies or probabilities of the hypothesized distribution. If you estimated distribution parameters in order to determine the expected values, you should also specify the DF= option in order to properly adjust the degrees of freedom of the test.
Testing the fit of discrete distributions is further discussed and illustrated in this note.
Product Family | Product | System | SAS Release | |
Reported | Fixed* | |||
SAS System | SAS/QC | All | n/a | |
SAS System | Base SAS | All | n/a | |
SAS System | SAS/ETS | z/OS | ||
OpenVMS VAX | ||||
Microsoft® Windows® for 64-Bit Itanium-based Systems | ||||
Microsoft Windows Server 2003 Datacenter 64-bit Edition | ||||
Microsoft Windows Server 2003 Enterprise 64-bit Edition | ||||
Microsoft Windows XP 64-bit Edition | ||||
Microsoft® Windows® for x64 | ||||
OS/2 | ||||
Microsoft Windows 95/98 | ||||
Microsoft Windows 2000 Advanced Server | ||||
Microsoft Windows 2000 Datacenter Server | ||||
Microsoft Windows 2000 Server | ||||
Microsoft Windows 2000 Professional | ||||
Microsoft Windows NT Workstation | ||||
Microsoft Windows Server 2003 Datacenter Edition | ||||
Microsoft Windows Server 2003 Enterprise Edition | ||||
Microsoft Windows Server 2003 Standard Edition | ||||
Microsoft Windows Server 2003 for x64 | ||||
Microsoft Windows Server 2008 | ||||
Microsoft Windows Server 2008 for x64 | ||||
Microsoft Windows XP Professional | ||||
Windows 7 Enterprise 32 bit | ||||
Windows 7 Enterprise x64 | ||||
Windows 7 Home Premium 32 bit | ||||
Windows 7 Home Premium x64 | ||||
Windows 7 Professional 32 bit | ||||
Windows 7 Professional x64 | ||||
Windows 7 Ultimate 32 bit | ||||
Windows 7 Ultimate x64 | ||||
Windows Millennium Edition (Me) | ||||
Windows Vista | ||||
Windows Vista for x64 | ||||
64-bit Enabled AIX | ||||
64-bit Enabled HP-UX | ||||
64-bit Enabled Solaris | ||||
ABI+ for Intel Architecture | ||||
AIX | ||||
HP-UX | ||||
HP-UX IPF | ||||
IRIX | ||||
Linux | ||||
Linux for x64 | ||||
Linux on Itanium | ||||
OpenVMS Alpha | ||||
OpenVMS on HP Integrity | ||||
Solaris | ||||
Solaris for x64 | ||||
Tru64 UNIX |
Type: | Usage Note |
Priority: | low |
Topic: | SAS Reference ==> Procedures ==> RELIABILITY Analytics ==> Nonparametric Analysis Analytics ==> Exploratory Data Analysis Analytics ==> Distribution Analysis Analytics ==> Categorical Data Analysis Analytics ==> Descriptive Statistics SAS Reference ==> Procedures ==> UNIVARIATE SAS Reference ==> Procedures ==> CAPABILITY SAS Reference ==> Procedures ==> SEVERITY SAS Reference ==> Procedures ==> HPSEVERITY |
Date Modified: | 2005-06-10 13:30:02 |
Date Created: | 2003-03-07 13:11:39 |