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Fit Distribution from Data

From Excel click...

QXL Monte Carlo > Design > Mark Input, then Fit Distribution from Data...

Fits every distribution a Monte Carlo input can be marked with to a range of measurements you already have, ranks them, and writes the one you pick back into the Mark Input dialog as though you had chosen the distribution and typed each parameter yourself.

It is a step inside marking an input, not a command of its own. There is no ribbon entry for it: the button sits in the Mark Input dialog beside Browse Distribution Gallery..., and the window it opens is titled Fit Distribution from Data.

What it needs

A range of at least four numeric values. Fewer, and the range is refused with Select at least four numeric values to fit a distribution. written into the status line of the Mark Input dialog, and no window opens.

Blank cells and text are ignored rather than counted, so the four are four actual numbers.

What you get

One row per distribution, with these columns:

Column What it holds
Distribution the distribution's name, as it appears in the Mark Input list
Anderson-Darling the Anderson-Darling statistic for that fit
p-value the p-value of that statistic
AICc Akaike's information criterion with the small-sample correction
BIC the Bayesian information criterion
Log-likelihood the log-likelihood of the fitted parameters
Parameters the fitted parameter values, named

A distribution that could not be fitted to the data still gets a row, and that row cannot be chosen.

Clicking a column header sorts by that statistic, and always puts the distribution most likely to fit the data at the top. It is not an ascending-or-descending toggle: pressing the same header twice does not reverse the order. The Parameters column does not sort at all.

When nothing fits

If not one distribution could be fitted, the window still opens and says so above the grid: None of the N distributions could be fitted to this data. Your parameter values have not been changed. Every row is unselectable, and closing the window leaves the Mark Input dialog exactly as it was.

Choosing one

Select a row and press Mark Input with this distribution. The distribution and its fitted parameters are written into Mark Input, the distribution list moves to that entry, and the parameter boxes fill with the fitted values. The Mark Input status line then reads Marked as name from n values.

Cancel closes the window and changes nothing.

Nothing is written to the worksheet at this point. The values land in the dialog, and the marking happens when you press OK in Mark Input.

See Also