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Fitting distributions using maximum likelihood: Methods and packages
- Article from:
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Behavior Research Methods, Instruments, & Computers
- Article date:
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November 1, 2004
- Author:
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Copyright informationCopyright Psychonomic Society, Inc. Nov 2004. Provided by ProQuest LLC. (Hide copyright information)
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The most powerful tests of response time (RT) models often involve the whole shape of the RT distribution, thus avoiding mimicking that can occur at the level of RT means and variances. Nonparametric distribution estimation is, in principle, the most appropriate approach, but such estimators are sometimes difficult to obtain. On the other hand, distribution fitting, given an algebraic function, is both easy and compact. We review the general approach to performing distribution fitting with maximum likelihood (ML) and a method based on quantiles (quantile maximum probability, QMP). We show that QMP has both small bias and good efficiency when used with common distribution functions (the ...
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