VoseOgive2 | Vose Software


See also: VoseOgive1, Fitting a discrete non-parametric second-order distribution to data




Example model

This array function generates a set of values for the cumulative probability that correspond to a set of data ranked in increasing order. If there are k data values, then the VoseOgive2() function should span k cells. Use this function to for fitting a discrete non-parametric second-order distribution to data.

It does the same as VoseOgive1, except that the (second-order) uncertainty of the constructed distribution is taken into account: the smaller the dataset, the greater the uncertainty about the constructed non-parametric distribution is.

VoseOgive2 uses the Bayesian technique explained here to take this uncertainty into account.  

As opposed to VoseOgive1, VoseOgive2 will generate a new array of values on each recalculation.