In: Statistics and Probability
Twenty-five measurements of the time a client waits for a server is recorded in seconds. Which probability density model - normal, log normal, or Weibull - appears to provide the most suitable fit to the data?
| 1.21 | 4.19 | 1.95 | 6.88 | 3.97 | 
| 9.09 | 6.91 | 1.90 | 10.60 | 0.51 | 
| 2.23 | 13.99 | 8.22 | 8.08 | 4.70 | 
| 4.67 | 0.50 | 0.92 | 4.15 | 7.24 | 
| 4.86 | 1.89 | 6.44 | 0.15 | 17.34 | 
Identify the associated parameter estimates. Use these parameter estimates to determine the mean and variance.
We will conduct Goodness of Fit Test for various distributions and check and compare p value.
Taking alpha = .05 (level of significance)
| Distribution | AD | P | 
| Normal | 0.650 | 0.080 | 
| Lognormal | 0.743 | 0.046 | 
| Weibull | 0.271 | >0.250 | 

For lognormal since pvalue = 0.046 which is less than0.05, thus data suggest that it does not follows lognormal distribution.
In case of normal & weibull both have p values > 0.05 and follows their respective distribution significantly. But since p value for weibull is > p value for normal distribution. Thus data shows that it follows weibull distribution more significantly than normal.

b.
ML Estimates of Distribution Parameters
| Distribution | Location | Shape | Scale | Threshold | 
| Weibull | 1.18814 | 5.60911 |