How can I show the accuracy of generated samples from a distribution?

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Considering a specific PDf, how can I claim that generated samples are based on the PDF. Is it enough to compare the frequency of generated samples with the PDF curve and to show the mean of generated samples are the same as the mean of PDF?




probability-distributions




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  • Is the pdf arbitrary or are you considering a family in particular ? (normal, ...)
    – ippiki-ookami
    Jul 27 at 15:12










  • You can consider the supremum between cumulative distribution functions as a metric. Comparing the means does not provide much information, since any integrable r.v. can be scaled to have the same expected.
    – Jo'
    Jul 27 at 15:16










  • Many statistical tests are possible. Choosing among them depends on your purpose. What are the consequences for making an incorrect claim?
    – hardmath
    Jul 27 at 15:23










  • I want to generate a network traffic based on a distribution which can be Exponential or Poisson or ... . I should show that the generated samples are based on the selected distribution.
    – Han
    Jul 30 at 10:10














up vote
0
down vote

favorite












Considering a specific PDf, how can I claim that generated samples are based on the PDF. Is it enough to compare the frequency of generated samples with the PDF curve and to show the mean of generated samples are the same as the mean of PDF?




probability-distributions




share|cite|improve this question



















  • Is the pdf arbitrary or are you considering a family in particular ? (normal, ...)
    – ippiki-ookami
    Jul 27 at 15:12










  • You can consider the supremum between cumulative distribution functions as a metric. Comparing the means does not provide much information, since any integrable r.v. can be scaled to have the same expected.
    – Jo'
    Jul 27 at 15:16










  • Many statistical tests are possible. Choosing among them depends on your purpose. What are the consequences for making an incorrect claim?
    – hardmath
    Jul 27 at 15:23










  • I want to generate a network traffic based on a distribution which can be Exponential or Poisson or ... . I should show that the generated samples are based on the selected distribution.
    – Han
    Jul 30 at 10:10












up vote
0
down vote

favorite









up vote
0
down vote

favorite











Considering a specific PDf, how can I claim that generated samples are based on the PDF. Is it enough to compare the frequency of generated samples with the PDF curve and to show the mean of generated samples are the same as the mean of PDF?




probability-distributions




share|cite|improve this question











Considering a specific PDf, how can I claim that generated samples are based on the PDF. Is it enough to compare the frequency of generated samples with the PDF curve and to show the mean of generated samples are the same as the mean of PDF?





probability-distributions





share|cite|improve this question










share|cite|improve this question




share|cite|improve this question









asked Jul 27 at 15:07









Han

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  • Is the pdf arbitrary or are you considering a family in particular ? (normal, ...)
    – ippiki-ookami
    Jul 27 at 15:12










  • You can consider the supremum between cumulative distribution functions as a metric. Comparing the means does not provide much information, since any integrable r.v. can be scaled to have the same expected.
    – Jo'
    Jul 27 at 15:16










  • Many statistical tests are possible. Choosing among them depends on your purpose. What are the consequences for making an incorrect claim?
    – hardmath
    Jul 27 at 15:23










  • I want to generate a network traffic based on a distribution which can be Exponential or Poisson or ... . I should show that the generated samples are based on the selected distribution.
    – Han
    Jul 30 at 10:10
















  • Is the pdf arbitrary or are you considering a family in particular ? (normal, ...)
    – ippiki-ookami
    Jul 27 at 15:12










  • You can consider the supremum between cumulative distribution functions as a metric. Comparing the means does not provide much information, since any integrable r.v. can be scaled to have the same expected.
    – Jo'
    Jul 27 at 15:16










  • Many statistical tests are possible. Choosing among them depends on your purpose. What are the consequences for making an incorrect claim?
    – hardmath
    Jul 27 at 15:23










  • I want to generate a network traffic based on a distribution which can be Exponential or Poisson or ... . I should show that the generated samples are based on the selected distribution.
    – Han
    Jul 30 at 10:10















Is the pdf arbitrary or are you considering a family in particular ? (normal, ...)
– ippiki-ookami
Jul 27 at 15:12




Is the pdf arbitrary or are you considering a family in particular ? (normal, ...)
– ippiki-ookami
Jul 27 at 15:12












You can consider the supremum between cumulative distribution functions as a metric. Comparing the means does not provide much information, since any integrable r.v. can be scaled to have the same expected.
– Jo'
Jul 27 at 15:16




You can consider the supremum between cumulative distribution functions as a metric. Comparing the means does not provide much information, since any integrable r.v. can be scaled to have the same expected.
– Jo'
Jul 27 at 15:16












Many statistical tests are possible. Choosing among them depends on your purpose. What are the consequences for making an incorrect claim?
– hardmath
Jul 27 at 15:23




Many statistical tests are possible. Choosing among them depends on your purpose. What are the consequences for making an incorrect claim?
– hardmath
Jul 27 at 15:23












I want to generate a network traffic based on a distribution which can be Exponential or Poisson or ... . I should show that the generated samples are based on the selected distribution.
– Han
Jul 30 at 10:10




I want to generate a network traffic based on a distribution which can be Exponential or Poisson or ... . I should show that the generated samples are based on the selected distribution.
– Han
Jul 30 at 10:10















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