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SAP HANA Predictive Analysis Library (PAL)

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3.7.4 Distribution Fitting<br />

This algorithm aims to fit a probability distribution for a variable according to a series of measurements to the<br />

variable. There are many probability distributions of which some can be fitted more closely to the observed<br />

variable than others.<br />

In <strong>PAL</strong>, you can choose one probability distribution type from a supporting list (Normal, Gamma, Weibull, and<br />

Uniform) and then <strong>PAL</strong> will calculate the optimized parameters of this distribution which fit the observed<br />

variable best.<br />

<strong>PAL</strong> supports two distribution fitting interfaces: DISTRFIT and DISTRFITCENSORED. DISTRFIT fits uncensored<br />

data while DISTRFITCENSORED fits censored data.<br />

Maximum likelihood and median rank are two estimation methods for finding the optimized parameters. In<br />

<strong>PAL</strong>, the maximum likelihood method supports all distribution types in the supporting list for un-censored data<br />

and supports Weibull distribution fitting for a mixture of left, right, and interval censored data. The median<br />

rank method supports the Weibull distribution fitting for both right-censored and un-censored data but it does<br />

not support other distribution types.<br />

Prerequisites<br />

●<br />

●<br />

The input data is numeric, not categorical.<br />

For DISTRFIT, the input data does not contain null data. The algorithm will issue errors when encountering<br />

null values.<br />

DISTRFIT<br />

This is a distribution fitting function with un-censored data.<br />

Procedure Generation<br />

CALL SYS.AFLLANG_WRAPPER_PROCEDURE_CREATE (‘AFL<strong>PAL</strong>’, ‘DISTRFIT’,<br />

‘’, '', );<br />

504 P U B L I C<br />

<strong>SAP</strong> <strong>HANA</strong> <strong>Predictive</strong> <strong>Analysis</strong> <strong>Library</strong> (<strong>PAL</strong>)<br />

<strong>PAL</strong> Functions

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