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From: DIA D. on 28 Apr 2010 15:18
What is the 'support' in ksdensity function for ?

Should it be set to be 'positive' when I want to estimate the F-distribution?

Thanks
From: Tom Lane on 28 Apr 2010 16:14
> What is the 'support' in ksdensity function for ?
>
> Should it be set to be 'positive' when I want to estimate the
> F-distribution?

You can set it to 'positive' when you know your data must be positive. This
prevents it from spilling probability onto the negative numbers.

The F distribution is certainly an example of a positive distribution. But
if you know you have data from the F distribution, you can estimate the
parameters directly:

>> x = frnd(2,3,1000,1);
>> mle(x,'pdf',@fpdf,'start',[1 1])
ans =
1.9995 3.0943

-- Tom


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