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I have a question about likelihood model. Given I have a set of data, how do i find out what type of distribution is suitable for my likelihood function? (eg. Poisson, exponential etc.)

user233884
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  • This has nothing to do with a Bayesian approach. There are many approaches to fitting a model to a dataset, from picking among standard models to using non-parametrics. – Xi'an Jan 13 '19 at 16:07
  • Hi Xi'an, thank you for your reply. I am quite new to this field. Would you mind to recommend me some tools to fit dataset to appropriate model? :) – user233884 Jan 13 '19 at 16:08
  • The [Wikipedia](https://en.wikipedia.org/wiki/Probability_distribution_fitting) entry on the topic is a good start. And so is [this question on X validated](https://stats.stackexchange.com/q/132652/7224). – Xi'an Jan 14 '19 at 07:07

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